Mucous threads can normally appear in urine, and it is only a problem when a large amount of them are seen. In such cases, this might indicate inflammation or infection of the urinary tract. If you're seeing a large amount of mucus in your urine, or are having other symptoms, such as pain when urinating, frequent urination, burning, blood in urine, increased urgency, a urinalysis to test for infection would be advised.
It's unlikely the hair loss is related to this, as it is usually caused by such things as hormonal imblances, thyroid problems, and use of certain medications (see more here: http://www.webmd.com/skin-beauty/guide/women-hair-loss-causes) a simple blood test and CBC might be used to determine the cause for this in your case.
I hope this helps!
I don't see lorazepam (ativan) listed as a specific medication that causes hair loss, but I do know that a lot of the psychotropic medications do (especially antidepressants). Also, ativan tends to lower heart rate and blood pressure, and medications with this effect are said to be able to cause hair loss as well. Others include birth control pills, if you're taking those (see http://www.wrongdiagnosis.com/symptoms/hair_loss/side-effects.htm for a complete list).
The major cause, however, is usually related to some kind of hormonal disorder or change: menopause, hypo or hyperthyroidism, anemia, pituitary hormone problems, for example. Even though medications can cause hair loss, I would definitely recommend a blood test to rule out these hormonal or endocrine causes, which are easily treatable and could reverse your symptoms.
The following sources have been used to create this list of drugs that can cause hair loss, however the list is still far from comprehensive.