Hello, and welcome!
I'm so sorry to hear that your cat has a small patch of fur missing on her neck. Because she does manage to get out, occasionally, there are various possibilities for this symptom.
If you see a tiny hole in her skin, this could mean a bot fly laid eggs on her and on of the larvae burrowed under the skin, left a tiny 'breathing' hole and you may see a tiny white worm's head pop out every now and then. These worms contain a lot of bacteria, so you wouldn't want to try to remove it yourself and risk squashing it, but only have a vet do this, with the right tool.
She may have a fungal skin infection called ringworm, which can cause fur to break off in the area of the lesion and the skin underneath will look red and scaly. Here is more information about ringworm:
If you see her scratching excessively at this furless area or any area, she may have external parasites like fleas, ticks, mites, and needs to be on a monthly flea preventative, if she is not, already. This is especially necessary, if she dashes out once in a while. Fleas can also be brought in on human's clothing and shoes, so even indoor cats may need flea protection. Just make sure you only buy a flea product from your vet, as those sold in supermarkets and pet stores like Hartz, Sergeant's, Zodiac and others, are ineffective and have had fatal effects on cats, unfortunately. Advantage II, Frontline, Revolution and others sold at your vet's office are the most effective.
If her thick fur feels like it has stuff in it, she may need to be combed/brushed multiple times a day to remove any debris if she's not grooming well enough, herself. In addition, if she has external parasites, this might be what you're feeling in her fur: fleas or mites, larvae, eggs, etc. If you are feeling stuff on her skin, not only her fur, this may be ringworm or a condition called miliary dermatitis, which feels like clusters of sandy bumps. It's a skin condition related to flea allergies. Some cats are allergic to flea saliva and this is what causes the itching and other adverse symptoms.
It would be a good idea to have your kitty evaluated in person by her vet, to get a definite diagnosis on this furless patch near her neck and whatever it is that you're feeling in her thick fur.
You don't mention your cat's age, but older cats are more prone to develop hyperthyroidism and this can cause an unkempt, dry, coarse coat.
I hope all will be well with your kitty!
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