Yes, thumbs are the worst! I have issues with really dry skin on my hands during winter, and the skin at the corner of my nails actually cracks open. It's incredibly painful and almost impossible to heal because the skin is being pulled apart constantly. I have the best luck with superglue to hold it together, but no matter how much lotion I put on I can't seem to prevent it.
With the hair dye, I do the same thing with the grocery bag when I'm doing that "wait" period after you put the dye in. I have long-ish hair, so I just pile it up on my head and it stays well enough for me to wrap the grocery bag around it and tie it. The only issue is that it's hard to keep it off my forehead, and I'm always concerned that I'll get dye on my forehead and leave brown spots, but it seems to end up fine anyway.