Thinning hair is awful. Mine was getting very thin, pre Covid, and I was blow drying it most days, which didn't help. I used all sorts of products, none of which worked.
Since Covid I haven't been back to the hairdressers and my hair seems thicker. I think it just needed leaving alone to recover from all the heat damage.
I did buy two expensive wigs, but have thrown them out. They were hard to put on and keep on, and very irritating.
If you are ill and stressed, that in itself can manifest partly as hair loss.
I hope you can find a solution that works for you.