Oh this has been the bloody bane of my life recently... i have had a good 5 months of it now and only in the past few weeks has it dawned on me what has caused it.
I had blood tests and thyroid checked - all perfect, in fact, high levels of iron etc, thyroid very good. I improved my diet. I took various vitamins. I spent a fortune on various potion, lotions, shampoos, serums, conditioners etc... my hair was very thin...it's fine anyway but it got the the stage where i couldn't wear it down/straighten it or anything really. It was almost see through in parts and frizzy.
I then realised that it was due to the highlights I'd had. bleach ones, 4 lots in about 9 or 10 months last year. All professionally done - but still. Throw in my GHD habit and blasting it with a hot hairdryer and that was the cause... I basically killed my own hair.
I have started using aussie moisture shampoo. I have stopped using serum. I have stopped straightening it. I have stopped using the hairdryer - now i use the babybliss big styler. I have started slathering it with food grade coconut oil < £7 a tub in waitrose, apply to dry hair before you shampoo out a few hours later > and FINALLY it is SLOWLY improving.
So try and think how you treat you hair, just to give you an alternative as to why this has happened.