Try adding some diamataceous earth to your sand filter. Slowly add one cup into your skimmer while in "filter" mode, so that the dust will be added to your sand filter. It will form a top-layer and will trap particulates that are getting through your sand. Do this after a thorough backwash, then monitor your pressure while adding the DE. Once the pressure jumps 2-5 % above your normal pressure, let that filter for a wile. If the pressure maintains or drops a little, add some more. You want to gradually get your pump pressure up to 10% above normal pressure, this should tell you that the sand is catching those dusties. Once you see 10-20%, or your return pressure drops, it's time to backwash.
Whenever I add new sand, I try to dust the top of it with DE until I can't see any sand, then add a little more. It really does work.
Also, try clamping a diesel fuel filter from McMaster.com to a threaded hose adapter that will screw into your return port. Run this filter bag overnight and see how nasty it is in the morning.