Hope your situation has improved KarmaPolice. Update us if you can.
I may be a little late to the party but wanted to add my thoughts too. I understand how you feel. I held a lot of belief and confidence in myself in my hair, as I'm sure many of us did at one time. In my late teen and early 20's when I was big into heavy metal, I grew it out and it was long and thick and absolutely loved it. As I got older I got into the 50's look and wore my hair in a pompadour. It was high maintenance but I absolutely loved the look.
I grew it out long again a few years back but it just wasn't the same. I found that it was noticeably thinner and when I pulled it back in a ponytail you could see the thinness and the scalp. Like you, I resorted to wearing hats and bandana to cover it up. That became my look, hair pulled back in a ponytail, sometimes I did just let it hang free, but always had a hat on, be it a fedora, newsboy, ball cap, etc. Worked for a while and then I finally decided to let it go and cut it short. Wore it in a spikey kind of pompadour for several years, which worked to a point, but the thinness was apparent. No matter how I styled it I was always conscious of the fact that it was thin up top and in the crown. And yes I would always wonder if people were looking at the ever increasing thinness on my crown.
I finally decided to buzz it short last year at the urging of a girl I was dating and absolutely loved that look. It was easy, low maintenance, and balanced out the thinness. I will tell you though that I had made the decision to shave my head many many years ago. Knowing that my hair was progressively thinning, I knew that when it was time, it would be time. I was never going to be that guy that sported the horseshoe, my vanity would not allow it.
So come this past November, a little over a year after I had started buzzing it, during my last buzzing session I realized that it had thinned to the point where I was ready to shave it all off. At 42, the time had come. And I gotta tell you, I couldn't be happier! I've gotten nothing but positive responses from it and the ladies absolutely love it! They love to rub a freshly shaved smooth head and some even say it turns them on while they rub it. It didn't take me long to adjust to the look and now, even as much as I loved my hair, I can't ever imagine going back. I'm sly for life! Or in my case bald and bearded for life!
You'll find that we're our worst enemy and our worse critic. We notice things about ourselves that drive us nuts that no one else would care about. When I had my pompadour or spikey hair, if I felt a hair was out of place it drove me insane, but no one else saw it and though I looked fine. I say all this to tell you that even though I was loosing my hair, I never let it define who I was on the inside. As others have said the confidence comes from within and it seems that you are taking the steps to get that control back, with working out, etc. Shaving your head will liberate you, that I, and many in this forum, can attest to.
We only have one life. Live life, don't let life live you!
I seem to always attach this pic to various posts, but I think it helps give perspective to see how I progressed for hair and high maintenance to being sly and free.
Peace!