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The wall has white marks on it and when wiped off using a tissue it looks like black soot
If anything is put against the wall the problem gets worse. The bedroom wall feels very damp/wet nearest the bottom of the wall. Although the damp white marks appear all over the wall. Within the last 2 years we had our house Externally painted with a weather waterproof sealant. I’m not sure what the cause of this is? The room always feels cold compared to the other rooms in our house
Any thoughts and replies would be greatly appreciated and thank you in advance to any replies

That sounds like damp with slat and black mould. When a wall gets damp the salt crystals in the building material and water rise to the surface and form white marks which you can wipe off. Damp walls get black mould so it sounds like you have this too. You should get some specialist black mould treatment and kill it as it is bad for your health. The window is not on the ground floor so this won't be rising damp it will be penetrating damp - this explains what it is and what the causes are https://www.dampproofingsolutions.co.uk/penetrating-damp-treatment/.

This problem will not get better and will continue to cause damage so if you can't find the source of the damp get a specialist in to advise you on how to fix it.