I love the suggestion of getting in the tub with him, I have never thought of that and I have 7 kids, one thing I have always found is when I couldn't get my kids into the tub (it is a phase) I would put them in the kitchen sink, it would be a tight fit but for some reason that was fun for them, even know on occasion my 3 year old wants the sink and not the tub. Maybe if you went and bought new bath toys, his own special towel and new soaps, he won't be so afraid.
My neice has alopecia also and hers is stress related, there isn't a whole lot that you can do, there are some prescription shampoos that help, but my sister always liked to get a little olive oil and massage the patches where the hair is falling off, I taught her this cause we learned alittle about it when I went to beauty school, massage helps the blood circulate better, and better blood flow helps the hair follicles with nurishment, it isn't a cure all but it does help.
My son is currently in the phase were things he used to enjoy know scare him, it can be frustrating, but is also perfectly normal, what I do is put it up, but not out of sight just not where he can get it or it can get him, when I walk past it I'll touch it or talk to it that kinda thing, over time he wants to also, My know 6 year old at about your sons age hated my friends tiger cookie jar that growled, but had loved it up to that point, so when he came over she would but it up on a high shelf and that made him feel better. The next time you go to McDonalds sit outside the play area and let him watch, ask if he wants to go in and if he says no drop it, and just keep trying, eventually he will start to see he is losing out on some of the fun and will be willing, he will probably want you by his side, the first few tries. Just give him the choice. Sorry it is long, hope things work out!