Have painful scalp lesions that split to waxy yellow color eventually turn to scab. Now have bumps like cyst that split into same thing, now alopecia

Needs examination. Your symptoms may be a form of seborrhea. It is not clear from your description if they are limited to your scalp, or if they responded to any attempted treatment. The alopecia suggests an uncommon (like cutaneous sarcoidosis), or more serious condition. Evaluation by your primary medical provider is in order, who may choose to refer you to a dermatologist for hair pull test or even biopsy. .