I think I know which Overlord is meant when people say that he's always there, no matter of your own level. A bit south of the Citadel, right? Well, I've often seen him spawn as a Brute and as a Master, not as an Overlord. He would turn into an Overlord after a while though, when I walked past this area again.
But I did run into a very unusual Overlord encounter on my latest playthrough - visiting the Museum of Technology at level 16, I ran into normal Supermutants and into Brutes, which did surprise me a bit - I had expected a mix of Brutes and Masters. However, near the satellite dish, there was the one exception: An Overlord. I found it very weird that the whole setup had looked as it would look like if I had entered the place as a level 2 or 3, with this one extreme exception.
OP: The giant radscorpion infront of the Super Duper Market was a random encounter - be glad that it wasn't the random Deathclaw encounter.
The Enclave soldier near the ruined house with the Chinese Ops Manual on the shelf and the skeleton in the bathing appears quite often for me as well. At one point, he spawned, plus some Talon Company, plus a bunch of abnormally well-armed raiders. I had been level 2 or 3 at that time, and I had a very bad time trying not to get killed.
Stuff like that happens in Fallout 3. Nothing to be worried about, really.