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Next time before you remove anything wash it and then spray some acid wheel cleaner on a cloth and gently rub the area. If this makes the stains and the culprit go away then you have yourself a metal filing problem. Do you live near the rail line? Make sure you wash it down afterwards.
As for clay I use Dodo Gently Grey and Dodo Born Slippy lube every day. As for a sealant post clay i would say either Duragloss or Nanolex.
Looks like industrial fall out to me. I get the same problem with my CW Golf. I get it from my work, we have a plasma and laser cutter which releases metal particles into the air. Since using a good paint sealer i don't get as much fall out sticking to the paint. I still have to clay the car every few weeks. My brother was telling me he is getting alot of black dots on the back of his CW GTI too.
For the clay I would go with Dodo Clay and Lube
For the remaining stains I would try a Paint Work Cleanser like Lime Prime this should remove them and cleanse the paint quickly and easily.
Then if you do not want to wax regularly go for a Sealant, something like Duragloss Paint Protection Pack use this every 6 months - it should only take an hour to apply and remove. And after your regular washes just add a few sprays of your Aquawax before drying, this will 'top' your protection up and make it much harder for the 'specs' and contamination to bond to the paint.
Protection is the key...