Strange 'residue' on my scalp
What you describe sounds very normal to me. I think you are right that it is dead skin from your scalp. If you do a lot of sport, your head gets hot and sweaty and while doing sport the blood flow is pretty hight underneath your scalp. Maybe that causes more dead skin is coming off your scalp or just quicker than without sport? You could try to wash right after sport or do a cold water rinse right after to get the sweat off your head and cool down your scalp. I do sport too and i know what you are talking about. I think it can get itchy because of the remaining sweat on the scalp after a workout.
I do wash my hair once or twice a week, but take a cold rinse inbetween washes when i feel the need for it. It closes the pores of the skin and the hair get less oily than without it. Maybe just give it a try?