Stressedgirl--Welcome to the boards!
I have never heard of this as a response to iron supplements either. Perhaps it is just a coincidence, do you think? Anything CAN
happen so I really don't know for sure.
A low ferritin WIll cause your hair to fall out dramatically, this I do know first hand.
Audrey-B has given you some good advice. Definitely check out your thyroid levels.
Take care. FLFG