Good indication of the danger of cadmium in relation to hair loss:
https://pmc.ncbi.nlm.nih.gov/articles/PMC4639951/
Useful source for how heavy metals can also induce alopecia
https://pmc.ncbi.nlm.nih.gov/articles/PMC7325209/
Not causal proof, but an association between hair loss and serum heavy metal concentration:
https://pmc.ncbi.nlm.nih.gov/articles/PMC5996622/