Not sure what to tell you, except that you're right, it doesn't seem right that you've got bleeding and pain unless that specifically is what is causing your hairloss. I think I've seen postings on this site from other people with the same issue; do a search to locate past messages.
You may also want to post to keratin.com; in the subject line attn: Kevin. He's a walking encylopedia of knowledge and may shed (no pun intended) some light on what's going on. Also do a search on that site--I know that I've seen postings with the same problem, and this site plus Keratin are the two I use the most for information.
Good luck and keep us posted on your progress through this thread. I'm sure there are other women out there who are interested in what you find.