It's incredibly unlikely that you've damaged the paintwork (clear coat) with the Autoglym products that you've used.
The "roughness" is probably the industrial fallout you've mentioned. It'll have got onto the paintwork while being transported on trains, sitting at the docks etc. A quick check is to grab one of those super thin plastic bags they have in supermarkets to put fruit and veg in. Put your hand in and stretch it over your fingers. VERY LIGHTLY feel over the surface of the paint after it's been given a good wash - you don't want to be dragging dust and muck across the clear coat. Any roughness will be bonded contaminants as any muck will have washed off.
As Cliff says, removing it is with a clay bar or mitt.
Drop me a PM and I'll send you some.
You could add another "layer" to the washing by using a fallout remover.
This will get rid of any embedded iron particles (such as from the train brakes while in transit) and they usually "bleed" a red/purple colour as they are working. Most often used on wheels but good ones car be used on the whole car. Autoglym's version is "Magma"
This is what a fallout remover looks like as it works. This is on SWMBO's Mazda:
Here's a couple of companies that I use regularly. Both are relatively small British manufacturers and produce great quality products. I'm not connected to either apart from they're at the top of my list when I run out of something.
https://www.car-chem.com/shop
https://www.bilthamber.com/
Good Luck.