Curly or straight hair and the thermodynamic differences?

If by "thermodynamic difference on the amount of sunlight or heat reaching or escaping the scalp" you mean whether curly and straight hair have different thermal insulating properties then the answer to your question is "yes".

It's not really the hair itself that's a good heat insulator but rather the air that is trapped between the hair strands that provides the insulation properties. Think how other insulating materials like expanded polystyrene ("Styrofoam"), expanded polyethylene, rock wool, knitting wool etc all insulate well against both heat and cold, because the air (or other gases) contained between the material's solid strands is a poor conductor of heat.

As curly hair tends to trap more of the poorly conducting air, curly hair provides somewhat better insulating properties, compared to straight hair. All other things being equal that is a reasonable assumption.

This table shows the heat conductivity values of a number of common materials, notice how porous materials mostly have lower heat conductivities.