I figured I would try and post something because I have hennaed hair and we have like identical hair classifiers.
I have found from my personal experience that henna has very much helped my scalp issues. I have very sensitive scalp skin and do a lot braids because manipulating my hair in a direction in which does not necessarily lay makes my scalp hurt a lot.
That being said I have noticed the more you put your hair up, the less I have had pain in my scalp and the longer I can tolerate buns.
So maybe with time and some resolution to your scalp issues?
As to the heat, where I live we get 110 + degree whether. I put it up most of the time. But when my scalp is being sensitive I leave my hair loose, or in loose braids and I tie it up in a scarf so it can just rest. There are all sorts of vintage scarf wearing tutorials you can find on youtube for tying it up and out of the way while still looking cute. I personally favor a simple turban like style that hides all of my hair, (good for a sweaty head day).
Anyway, hope this helped and good luck whatever you decide.