The side effects are delayed menses, nausea, dizziness, lower abdominal pain, fatigue,
breast tenderness etc.Hair loss is definitely not a side effect and it could be due to other causes.Stress,nutritional deficiencies, iron deficiency anemia, hypothyroidism all can cause hair loss. Alopecia areata is an autoimmune disease which can cause hair loss. See a dermatologist. A clinical examination is very important for correct diagnosis and management. I hope it helps.
Best luck and regards!