JohnnyCool wroteI doubt that any shower-head "filter" will remove whatever's messing with your hair/skin in real-time.
That's a good point, but you might have some luck putting a large activated carbon filter on the outlet of your water tank. You'd probably have to buy a new one every month, if not quicker.
If that doesn't help, your only other option (other than buying and bathing from the gallons) would be to buy your own Reverse Osmosis (RO) system, I don't think they're cheap and it'll probably require maintenance, but I think there's a few suppliers in Bali, so it's not that out of the ordinary.
