hi friend
i m a health care guide.what i understand is that .your perspiration(as you excercise in GYM) continues even after your shower.Therfore your sweating could create mix reaction with the chemicals present in your shamppo/conditioner.So dont go for gym for the next few days.try usual showers and then let me know whether the problems persists.then we can take next action of checking salinity of the water.

all the best