Do you have a conditioner? What shampoo are you using and what leave in mask?
Leave in mask should not be viewed a conditioner replacement. And they are meant as emergency fixes not a daily staple.
Not sure what you mean by it coating the hair. Are you talking about silicone build up? If so then yes... Even with daily washing because your shampoo might also be adding to it. To get rid of the build up you will need a clarifying shampoo that does just that but you can't use those mroe than twice a week because it is very drying on the hair. Strips the outer laters off and all the essential oils that are naturally present.
Need more info from you before I can tell you more

If wash everyday makes it dry, try washing every other day instead. Do you use conditioner? Sometims iths' the frequent washing and lack of conditioning that makes theh air dry. If you think your scalp is oily in between wash you can try getting dry shampoo. It's basically a oil acsorbing powder that you can put on, massage and shake out. Get those at Shins or K Care Shop. I think the brand was Shuurei if not then just ask the shop girl to recommend one for you Good for traveling and camping ^__^