Hair loss wasn't signaled in the clinical trials. Nonetheless: "Other research shows parathyroid hormone (PTH) may impact hair follicle growth. PTH regulates calcium in the body
Thinning hair is also a symptom of HPT. "
Forteo is parathyroid hormone. It floods your bloodstream briefly and could be affecting hair loss. There are scattered reports from patients suggesting this side effect.
Weight gain is another side effect unsignaled in the clinical trials, but widely reported in patient sites like this one. Especially belly fat.
You might want your physician to order CTX, and P1NP to acertain that the drug is still working to your advantage. The fingernails make me suspect that you might want to go on a bisphosphonate for a couple of months before resuming Forteo.