I have had similar problems. Is your hair dry and brittle? That is indicative of a thyroid problem, along with sudden weight fluctuation and really cold, almost tingling numb fingers and toes. Because of my thyroid problem I am taking iodine supplements in conjunction with selenium, and zinc. According to my doctor iodine deficiency is highly prevalent and is the cause of most thyroid problems, but you should have it tested first because it's possible to die of iodine poisoning. One quick way to tell is if you have liquid iodine, just spray some on your skin. If you're deficient, it will fade within 24 hours. The same with zinc - put a drop of liquid zinc on your tongue, and if it's flavourless, you are similarly deficient. If you're not, it will taste absolutely disgusting.
If it's your thyroid, it's also possible that standard thyroid blood-work will not pick up any irregularities. I forget the details, but there is now a more advanced level of testing which should be done if you are experiencing symptoms.
Because of chronic anaemia, I also take a liquid iron supplement. It's expensive as hell, though. It's also important to take iron in conjunction with lysine, because a lack of lysine can inhibit iron absorption. Do you get cold-sores? That's often caused by lysine deficiency. And last but not least... A sudden drop in progesterone levels can cause hair to shed. If you take notice of the days on which your hair is shedding worse, and it coincides with the time of the month, it's probably a hormonal imbalance.
Anyway, good luck. I know, it is extremely distressing.