Hi, welcome to yorkietalk
I'm no expert on your questions but it does sound like she's going into heat. I have a male pekingese and he acted the same way towards my Trixie. She wasn't bleeding yet but I knew it had to be close. I had her at the vet getting fixed right away
She was just 6 months and I thought I had a little more time but I guess you never know.
As for the thin hair. I don't personally use anything for my girls but I think a few people might use missing link. (I'm not absolutely sure about this). Search some older threads and I'm sure you'll find something.
Good Luck to you and enjoy those babies