I believe that there is a myth about the weight gaining supplements sold in those bulky containers, stating that they lead to negative effects like hair loss and acne, how credible is this claim?

be very careful about the information that you get from "them". "they" don't know much about human biology or the endocrine system and typically relay highy inaccurate information based on personal opinion and not scientific facts.

they're usually a rip off..eat your broccoli and you should be fine.
its also very common to see "these statements have not been proved by the FDA"blah blah blah on the backs of the bottles
try asking your doc. they're the ones with the MDs under their belts.