My little 5 month old guy also bites the leash and his harness as he's not used to it. I just got him 5 days ago and everyday it gets better
My girl had thin thin head hair like what you're describing when I first got her at 10 weeks. Now she has a nice think head of hair. I think it's just something that they develop over the course of a few months. What helped me was adding some Grizzly Salmon Oil to her kibble, the vitamins and minerals in that helped her coat become beautiful. You can get it online or at petsmart or petco.