What I found was actually the reverse of this. When I was exercising hard my Dexcom would say I’m at 60, but the finger stick would say I was at 90, for example. So the Dexcom was telling me I was low, when in reality I wasn’t.
But yes, as always, use finger sticks to check the accuracy of your CGM.
You are right I had the same happen as well on occasion but not when exercising
Agreed, slow walking does not do squat. A quick easy way to know if you are exercising enough to have long term effect on your blood sugar is sweating. Even low level sweating exercise for 18-20 minutes will do wonders toward reducing your insulin needs.