Hi and welcome to the boards
As you probably know, a lot of symptoms can fit into any number of illnesses, but the fact they said your thyroid hormones were "a bit low" and your hair is shedding makes me think you are most likely experiencing thyroid related symptoms. Problem is that a lot of doctors wont treat until your lab results come back too high or too low. Have you posted your lab results on the Thyroid section of this board? There are some very knowledgable people over there who can give you further help.
As to your head hurting, this can related to your thyroid issues or to your adrenal glands not working correctly. When my adrenals don't produce enough cortisol i tend to get more head pain and particularly like a tension type of headache. A lot of people with thyroid issues suffer from adrenal issues where the adrenals make too little or too much of the hormone cortisol.
Have you had other things checked for low levels eg: ferritin (iron stores), vitamin D and B12. These are key ones which people are often low in, particularly people with thyroid issues.
It took me 9 years for someone to finally diagnose me as having a thyroid problem and i went through some awful symptoms. Towards the end life just wasn't bearable and i dont know what i'd have done if i didn't find the wonderful doctor who ended up helping me. I actually gave up on conventional doctors and i saw a Trichologist for my hair shedding. He tested all my hormones and my entire thyroid panel. He also believed that when thyroid hormones are a bit out that you can still suffer symptoms. Fortunately for him i was able to get help as all the other doctors only looked at my TSH, which looked normal.
You need to keep copies of ALL lab reports, make certain that for the thyroid they check your TSH, Free T4, Free T3, Thyroid Antibodies. It's a good idea to also check your other hormones eg: estrogen, progesterone, testosterone, DHEA-S and Cortisol. All hormone testing ought to be done early morning.
Best wishes and hoping you find answers soon