What are you using to create volume?
My hair is thin too, but it is naturally curly at the sides, not on top. It is now down to my breasts, and the weight gradually straightens it somewhat. You could try using a curling iron, but heat can damage hair. Another option is to use small plastic curler rollers. Put them in when your hair is still wet from washing, and let it dry without heat.
The downside of curls is that you lose length. When I want my length, I use a flat iron to straighten it. But that gives it a straight, flat look. I am not opposed to it; I just wish I had the volume to go with it.
Does Lucy have a scratch post?
Cats will scratch to clean and sharpen their nails, but as you said, they sometimes do it to signal they are upset. Maybe due to new surroundings? Cats are sensitive to environmental changes. It is one thing to train them not to scratch furniture, but they still need a way to exercise that instinct.