The phrase "to burn the hair" means to experience extreme stress or pressure. It suggests that someone is going through a difficult situation that causes them a lot of anxiety or tension. Full definition
If it is a stove, then imagine you feel the heat and the smell of burning hair. (inc.com)
All she can see from her windows are trees and the occasional glimpse of some neighbors who are outside their property burning hair. (bookbrowse.com)
Sweat coated (unwashable) football and lacrosse pads will burn every hair from the inside of your nostrils... and a few eyebrow hairs as well. (dirtyrottenparenting.com)