Yes. This could happen.
Considering your scenario but with volatile alkanes instead of lipids. I could imagine the sun coming up and water evaporates. Mist forms. As it gets warmer, it is warm enough for pools containing alkanes to evaporate. One with a boiling points a little bit above water would be hexane; hepatane and pentane are close.
Once in gas phase, the alkane will condense on anything cool. The airborne water droplets might be relatively cool because they are evaporating. An alkane molecule that bumps into a droplet will go back into liquid phase, stuck on the surface of the water droplet. Alkanes would accumulate.
With some Google fu I found exactly this described (but in a lab environment; surface pools of volatile hydrocarbons are scarce on Earth).
Adsorption of alkane vapor at water drop surfaces
The influence of temperature on the dynamic surface tension of water
in heptane vapour is studied using drop profile analysis tensiometry.
The water drops are formed in air saturated by heptane and water
vapours. For long life times a new phenomenon is found: a sharp
decrease of surface tension from about 60 mN/m down to 30 mN/m. The
time until this sharp surface tension sets in decreases with
increasing temperature. This phenomenon is attributed to the formation
of heptane adsorption layers with a significant thickness.
The presence of the coating of alkane would stabilize the water drop and limit evaporation. Limiting evaporation would also limit cooling and so curb the accumulation of more hydrocarbon. These floating droplets could be long lived and would be a fine place for more abiologic chemistry to happen on the road to creating life.
The lipids you describe are something more like glycerine than alkane - they have a hydrophilic section. The same principle would apply but droplets formed this way would be micelles, and more stable because of the stable interaction between lipid and water. I struggled some to think of how an alkane could form a hydrophilic section in the pre-oxygenated earth. Maybe via ozone or oxygen radicals formed by environmental photodissociation of water?
Chlorine would be a fine way to make a hydrophilic part of a hydrocarbon, if your world has any free chlorine. We know that chlorinated hydrocarbons are stable and versatile - not the way our world went (as far as I know), but good for a fiction.