Having taken these wheels on a nice and chill ride today I can confirm that the Ultegra skewers absolutely fixed the problem. I put them through a 1100 W sprint and some 600 W out of the saddle, high torque, low cadence climbing and got no brake rub at all.
So these wheels are pretty brilliant (in my limited experience with no high end hoops from a renowned manufacturer or wheelbuilder for comparison), corner very well and in spite of their torsional and lateral stiffness are very comfortable, filtering a lot of the buzz of old and cracked tarmac. That’s in combination with Vittoria Corsa Tubs, so very subtle, high TPI tires that use latex tubes inside.
For those who wonder: braking performance in dry or wet conditions is not as good as with aluminium, but absolutely acceptable (using Shimano carbon specific pads - forgot to order matching pads when I ordered the rims)
I tried the Miche steel skewers for a very short time but got brake rub again, with thinner spears and a nylon cam they are probably worse than the pmp Ti-skewers.
Regarding my bearing preload theory, I don’t think it’s a valid explanation here: I checked the Miche preload adjuster with closed skewers, and the bearing preload didn’t seem to be overly affected by the clamping force.
Thanks to everyone chiming in here - looks like you pretty much hit the nail on the head.