Burning sensation-Scalp. Any hair loss?

Burning Sensation on Scalp(Itching too after burns )  and Back: Irritation/burning sensation on back and chest and both Itchy and irritation/ burning sensations on scalp While in sun or if I am Sweating or Eating a little spicy food. My Scalp is too oily and I don't use oil generally. Does this itchy and burn on scalp lead to any Hair loss?(Because I still feel Whenever I take Head bath I see a lot of hair on my hands) There is never been Dandruff problem for me not at least in past 1year. I did approach a doctor in Dec, 2016 and He told there weren't any rashes on my scalp and gave some medication and I don't think it helped me (tablets part I did almost as what he said and Shampoo as its too cold didn't take Head bath regularly) MY Shampoo currently Pelliwash(Applying on my scalp and waiting for ar 5 mins) and Tresseme.