I had a FUT transplant done 45 days back for hairline. 4000 follicles (Photo)

It is normal to shed transplanted hairs weeks after surgery.  The new hairs may take 6 to 12 months to grow.

It is normal for hairs to fall out within the first month. You won't see regrowth beginning until 4-6 months usually, so just listen to your doctor. You trusted them to do your transplant, you should trust their aftercare procedure/advice!

If you mean that the hair in the grafts has fallen out, this is normal and expected.  The follicles are in a dormant state and will start to grow after about three months, though the hair is so fine at first you may not see much with the naked eye for 5-6 months.  Shaving your head is different since the follicles continue to grow and are not in their dormant stage.  If your native (non-transplanted) hair has fallen out, this may be telogen effluvium (shock loss).  Typically those follicles also start to grown again at three months.Follow your doctor's advice, and return for followup at 8-12 months postop for reassessment.

Shock loss, the loss of native hair after a hair transplant can be prevented using the drug finasteride. When this happens, it is often permanent.