My straightener was set to 400 degrees and I burned my head on the right side top not on forehead could this cause hemorrhage or damaged blood vessels?

Not really. Thermal burn usually involves the epidermis which does not have any blood vessels. This is a first degree burn with no blisters, but pain, redness. If the burn is deeper 2nd degree it involves the dermis which has small blood vessels causes pain, reddness with the hair intact. Again, no hemorrhage, the small blood vessels leak fluids or get coagulated like the tissue.