WabbitPoo, good evening, again.
Back in the day [I can remember them, just?] the outer leaf of a cavity wall was "Considered" damp / wet / and at times, saturated, the air gap of the cavity kept this dampness away from the inner leaf, as did / do twisted shanks on wall ties.
The water on the inner face of the outer leaf, would simply keep on running down that face, right down to and below the DPC in the wall where it would dissipate through the brick into the surrounding ground, there being a void [the cavity] between the DPM and ground level. Realistically the total volume of water tracking down Via this scenario is very limited.
As for openings in external walls, windows and doors Etc. the "opening" has to be protected from any potential dampness / water on the inner face of the outer leaf to this end, a DPC is placed between the two lintels, this DPC MUST ! ! shed any water in the cavity OUTWARDS ! ! This is achieved by, in your case the two lintels will be different heights, the inner lintel being higher than the outer to achieve the required outward fall.
As for the material you report being noted down the sides of the window, this will almost certainly be another bit of DPC this vertical strip is there to protect the sides of the window, the top of this bit of DPC is set below the lintel. Bottom line was that you were wrapping the Window / door frame and keeping it away from the [potentially] wet / damp outer leafs inner face.
You mentioned the lack of weep holes, in the case of the lintel DPC any water gathering would shed out if it could not escape above the window, it would pool and eventually be shed sideways to keep on dripping down the internal face of the outer leaf, hence the DPC in the vertical position, but? the lintel DPC would generally be taken about one brick width past the end of the lintel.
Hope this [almost ancient history?] assists?
Ken.