Joint pain, hair and weight loss, fatigue symptoms but all negative blood work. Rheumatologist suggests a shrink. Any other suggestions?

Maybe. It depends on what blood work was normal. Were thyroid functions tested or was it only rheumatoid serology tested? It may be anxiety or depression but it may be a medical condition as well. Make sure you see your internist as well for a full work up.
Endocrinology. Another opinion from a different specilist such as an endocrinologist might be in order. Some of their diseases can cause simillar symptoms. I also might get one further opinion from a different rheumatologist or internist.