Sometimes when people have something really greasy in their hair like petroleum jelly. Men used to put Brylcreem in their hair which is an emulsion of water and mineral oil with beeswax. And they find it doesn't come out, not matter how much they shampoo. The reason is simple. The cleaner has nothing to bind to. Because there is literally a wall of oil for the shampoo to get through. Kind of like cleaning a dirty floor with a toothbrush. What you can do is simple. Take something fibrous like paper towel. Paper towel also has wood pulp in it, which absorbent and starchy. Then rub as much oil out of your scalp as you can. And then rub a little more. The towel will appear to come clean for a while, even though their still some oil left. Then you can probably easily shampoo it out. Or you could just keep washing, rinsing and repeating. But then you'd be there all day.