I have PN in my feet but I get scalp pain too. But only on about three occasions so far, triggered by exposure to heat (strong light bulbs in one case !) or the sun. It lasted from a hour to a few days at worst.

It feels like the nerve endings. A feeling of tenderness and random pin-prick like sensations at variuos points around my "bald spot".

Thankfully in my case it has not been permanent to date.