Itchy scalp my point to more of an allergy, fungal infection, or skin issue than anything else. I get horrific scabs and itchiness on my scalp from perfume in the shampoo (I've been allergic to perfume since I was 2 weeks old). Try a natural shampoo and see if that helps. So definitely talk to your dr about a dermatologist.
Here is a site for a cheap home made shampoo that works amazing:
http://www.instructables.com/id/Homemade-Shampoo/step10/NO-POO/
I still think thyroid test is a good idea as no matter how bad of an allergic reaction I've had to shampoos (and I've had some nasty ones), only a thyroid problem has caused my hair to fall out in clumps. It's also extremely important to figure out why you're having your problem with weight.
My scalp also itches a lot. If i dont apply oil every 2 days. I can see lots of dandruff flakes and itching.
If you are a vegan or vegetarian I suggest you ask about B12 levels. Iron levels too if you feel you could be anemic.
If you live or have visited a country where there could be contaminated water or food you might also want to talk to the dr about possible parasites. I don't know if any could cause hair loss, but I know some can cause anemia and lots can cause weight issues.
You might want to ask about seeing a dermatologist too as margypops alluded too- many people have a reaction to the sulfites and chemicals in shampoos.
The last test I can think of is your thyroid, especially if you're having problems gaining weight. Ask to get your Free T3 and t4 tested as well as the standard TSH as they are more reliable at showing what your thyroid is doing.
Well the hair loss maybe due to being allergic to the sufites in Shampoos or Hair color PPD .does your scalp also itch ?