Thinning hair yes - whats the link again between the adrenals and the thyroid?
The adrenal hormone cortisol is required for the proper conversion of the thyroid hormone T4 in to the more biologically active thyroid hormone T3. Uptake and utilization of T3 is also believed to be regulated by adrenal hormones.
Although excess stress and thus excess cortisol can have the opposite effect by suppressing thyroid stimulating hormone and increasing reverse T3.