Another common way to say it would be to contract the "has not". So we would say " The player hasn't been going through a good phase..." Although, unlike Joe Rauen in the above answer, I actually use the phrasing in the original sentence. So, I would say "The player's not been going through a good phase...". It's totally correct to use an apostrophe for the word "has". It's just a matter of preference.

Pretty good Robson! [The Player’s] I don't like the apostrophe here because the word you're substituting is "has" not "is". Better to say "The player has" and don't capitalize the word player. This is just personal taste, but I find" has not been going" a bit cumbersome. I like these better: "The player has been struggling lately although he scored in the last match" "Despite recent difficulties the player managed to score in the last match" "Although he/she has struggled lately the player did score in the last match"

Your sentence sounds fine, quite natural. In English, we would not use a capital letter on the word "player". Another choice might be to say, "The player is going through a rough patch, although he did score a goal in the last match". Hope this helps