Switching bcps and experiencing hair loss?

I was taking Yasmin for about 2-1/2 years. I started having some problems with muscle twitching, so my nurologist suggested that I think about any medication I started taking when the symptoms started. That was yasmin. So I asked my gyn to switch me. She put me on Loestrin 24. I hated it. I had breakthrough bleeding all the time. I was on it for two months and switched to Femcon fe. The first month was good, but now that I am half way through my third month, I have breakthrough bleeding and mild cramps almost every day. Also - my hair is getting very, very thin. I'm freaking out. My gp and gyn keep telling me not to worry and to stay on the pill through the 4th month. I don't know what to do. I'm afraid to stay on it but I'm afraid if I get off of it, it will casue another hormone change and my hair loss will get worse or take even longer to correct itself. Please help. Do I stay on it or stop taking it.