The thing with hormones is… you cannot expect them to be a panacea. They are quite good at relieving gender dysphoria as a source of stress, but many people still need other ways to address anxiety or depression by the time they get around to transitioning.
I too had doubts when I began HRT and struggled with being unsure about things feeling right. I even woke up one morning in a panic. For me, when I realized that stopping hormones frightened me more than continuing them, I began to accept that they were right for me. The path to acceptance is different for everyone, just as gender dysphoria differs with every person who has it.
If you’re dealing with hair loss and haven’t tried finasteride already, look into it. It tends to have good results when combined with feminizing hormone therapy.