Really? I applied one coat of Autoglym HD. Dirt wipes off easily with that on, and over winter I'd be wanting a bit of protection (the Cleanser-Polish doesn't protect as such). Also, apparently it makes use of fillers (as well as abrasives) to get rid of swirl marks. If it does, you'll be wanting to put a layer of something (like polish) over it to keep the filler in. And it adds more shine!
Did you use a cleanser first? I used HD Cleanser which I think made a bit of a difference (I know B-H's is a cleanser-polish but the HD one is so highly rated and I consider the Cleanser-Polish to be more a polish).
You must have clayed recently - and your car is much newer than mine. I knew mine had never been clayed when the bonnet was like sandpaper. Almost went through a whole bar taking tiny bits off each time the paint was so filthy.
And (sorry to push AutoGlym, I have nothing to do with them) you could now try using the glass polish (and maybe clay-bar your alloys and windscreen)? My windscreen had so much dirt part-embedded in it that I decided to clay it, got rid of the dirt. But the glass polish is amazing - didn't wash the windows first, was just a case of wipe on and buff off. Instructions recommend switching which bit of the cloth you buff it off with as the cloth will quickly get dirty.
Edit: Any photos yet? I know I shouldn't push from them when I've been promising in my thread to take decent ones. Will definitely do so this weekend