Hi, and welcome to the forum!!
Usually when the pool goes to cloudy blue, it means your algae is dead (which is also confirmed by the fact that you can hold chlorine overnight) but is still in the water, needing to be filtered out.
Are you running the filter 24/7? Is the pressure rising as the filter runs? Do you see anything shooting back out of the returns?
Sometimes, if the algae bloom was bad, it just takes several days of filtering to get it all out. The chlorine, after all, just does the killing--the filter is what removes the dead algae from the pool. You might try adding a handful of DE to the skimmer, and watching your pool returns to see if it shoots back into your water. If it does, then you have an issue with your filter. If it doesn't, then the DE will stay in your filter and will help catch some of the finer stuff.
I do suggest that you get some CYA into the pool, while you have it good and clean--if you add it through the skimmer, then it's just going to come out when you backwash. Alternately, you can put it in a sock or knee-hi hose and hang it in front of your return...
Janet
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