Is Rye malt considered a high protein malt? I would think that between that, the lack of kettle finings and a dry hop your going to get a solid haze in there. In my experience dry hopping on a protein haze is going to get you a near permanent haze. Was the beer hazy before it hit the dry hops? Could still be a delicious beer though.
psst .. beer #2 in my pictures .. RYA APA .. shhhh don't tell!!