I caught this completely by accident. I was designing a MEGA shield for a client and have never used many pins on the shield. Lately we started moving pins around to reserve pins for SD card and other possible accessories, which is when I found the problem:
I've highlighted pin D22 in the schematics and have it next to board view, or have I highlighted pin D52 instead??!!
Conclusion: a total of three headers are flipped or rotated 180 degrees. This includes D14-D21, D22-D52, and D23-D53. I am just showing one of them. If you really want to start a MEGA shield design with sparkfun design, make sure you flip them back.
Besides this, the bottom left screw hole should be moved 0.05" to the left to fit the corresponding hole in MEGA2560 design.
Seems like someone before me found the "flipped header" problem:
Search for member #230598. I wish I read it before.