Burning Scalp

I had the weirdest experience at my hairdressers yesterday!
She used the usual dye on my hair and as I was sitting under the dryer to let the dye set, my head began to burn! Like my scalp had a chemical burning feel.
I tend to have a high threshold for pain so I didn't jump up and freak out. I just moved out from under the dryer for a bit of relief. It burned through the wash and rinse and as I told my Hairdresser she said how funny that my scalp wasn't even pink!
It was then I feared it might suggest an oncoming migraine. The migraine never came and now I am wondering if it was just an odd perimenopause thing!