If you consider the structural characteristics of hair follicles, this kind of "shock" hair loss is quite easy to explain and identifies the common factor here. Any tissue trauma causes tissue swelling. This increase in tissue fluid pressure causes a distortion of the local hair follicles, that reduces the hair production area until complete involution of the germinal matrix causes hair shedding producing the noted club hair shape.
Tissue trauma, immune reactions, chemotherapy and radiation poisoning all increase tissue fluid pressures. The effect upon hair follicles is easy to understand through the attached diagram.
The tissue swelling moves the surface of the skin away from the DP/ germinal matrix. This pulls the body of the follicle upwards, and starts to pull the germinal matrix away from the DP, reducing contact from the outside inwards. Hair growth stops also from the outside inwards, producing the club hair shape. If hair growth around the germinal matrix stopped by any other process, the end of the shed hair would mirror the shape of the DP/GM with some shrinkage. It is the club or rounded end of the shed hair that tells the story here. Changes in the size of anagen follicles, can also be easily explained by the influence of local tissue fluid pressures as I describe in my article PDF attached.
There is a testable prediction here. If increased tissue fluid pressures are the actual mechanism of the common changes in hair follicle size, there will also be significant changes in the sweating capacity of the surrounding tissues. Where hair growth is reduced, there will be increased sweating capacity. Where hair growth is increased, there will be reduced sweating capacity of the surrounding tissue. It turns out that this has already been confirmed in androgen related changes in hair growth.
https://pubmed.ncbi.nlm.nih.gov/3203673/