I am Dr. Arun and will be helping you today.
I am sorry that your question was unanswered for long.
I agree that one of the possibility is anxiety as it is difficult to correlate burning sensation in scalp and hair fall. There is just simple dandruff which can cause both. Shampoos used for dandruff (tar based are good) would be able to take care of it.
In females the common causes of hair loss are following;
4) scalp problems like infections, allergies
5) vitamin deficiency
6) iron deficiency
7) hypothyroidism (low thyroid functions)
9) telogen effluvium; recovery is spontaneous and typically occurs in 3-6 months
In your age group hormonal problems should be ruled out if the scalp local problems can be excluded by the physical examination, as the first step for the evaluation. Increase level of androgens can cause hair fall in females and the characteristic of this fall is generalized fall from whole of the scalp then the isolated area wise fall. You can ask your physician to get the hormonal estimation of thyroid and androgens. Continue with the vitamins and add iron supplements to it. Biotin (a vitamin) is available over the counter at health stores and you may start it deficiency of which have been associated with baldness. If needed, your doctor may prescribe, Minoxidil, which may help hair to grow. A medication called as Spironolactone may help if hair loss is caused by too much male hormones (androgens).
Please feel free for your follow up questions.
I would be happy to assist you further, if you need any more information.
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