@PrettyinPink001 I'm not relaxed but I did take swimming lessons awhile back. I was swimming twice a week. Before class I would slather my hair with sm conditioner then I would swim with my swimming cap. I would then wash my hair with Aussie moist and use sauve clarifying conditioner.
Since you are double processed with the relaxer and the highlights I would suggest monitoring your hair very closely. You can try coating your hair in conditioner and see if that helps. How is you swim cap? I never found one that didn't let my hair get wet.