I suspect I may have central nervous system damage to my scalp causing all over hair loss. What treatments can stop this?

You probably will not find the answers you're looking for on the Internet (a medical diagnosis for your condition).  What you describe is a complex case mixed in with pregancy.  It is best you seek another doctor for a second opinion if you are still having issues.

There are many, many causes of scalp pain. Without seeing your scalp and knowing all the details it's not possible to say.  Please see your dermatologist for ongoing care during pregnancy. Symptoms may change after pregnancy again. If you don't have any other symptoms other than hair loss and scalp pain, it's unlikely there is direct damage to the central nervous system. But see a physician for ongoing advice. 

Your symptoms of scalp pain is difficult to understand and I would defer to a neurologist on this. Hair loss with pregnancy happens not infrequently and after the baby is born, the hair that is lost will return in a year or so. Taking medications when you are pregnant is not a good idea,