First off, you shouldn't have to wash after each step. A good wash and dry to start is really all that's needed, especially if you're using a quick detail spray as your clay lube and you're wiping each area dry as you go. Also, I hope by "wash rinse let dry" you don't mean you're just letting the vehicle air dry - avoid this at all costs as it leads to water spotting.

As for the phantom wax you're experiencing, does this seem to keep coming back in the same place(s) all the time? Does it just appear to be more of a light haze/cloudiness/film or dried wax? Does it wipe off very easily or do you have to work at it? Is the phantom wax splotchy in appearance or fairly uniform over the vehicle?

I have seen only three instances where use of a quick detail spray left a strange, light haze on black vehicles. Actually, "cloudiness" is a better word. I could swipe my fingers across this haze and leave a trail behind, but in about an hour the finger tip trails were gone and the uniform cloudiness returned. The really strange thing was in all cases the cars were treated with the same mix of products I've seen on literally hundreds of cars without issue. Same stuff I use on my own cars, as a matter of fact, and all the black cars we have here at work. We still can't explain it, but the only solution was to switch to M34 Final Inspection as a quick detailer. That did the trick in all three cases.