I've been having a similar problem. I send in the Dolphin overnight and in the morning the pool looks clean, but when I get back home in the evening there is dirt in all the corners.

I empty out the Dolphin and it is a very fine silt (putty colored). I'm amazed that it keeps happening. This has happened all week.

I have a brand new sta-right DE filter. I thought it was my old Hayward Perflex that was throwing DE back into the pool, but apparently not.

I did have a bad algae problem this year when I opened the pool. It took a lot of shock (and time) to kill it all. I'm wondering how much of this is part of that.

for what it's worth my water numbers are: 6.8-7.0 pH/ 3ppm Cl/ 40 Alkalinty/ ~25 CYA (but I don't have a decent test kit yet).