Dyeing your hair that often most certainly could cause pain and redness of the scalp - not only because of the chemical irritation, but it could also be an allergic type reaction to the hair dye. Even if you always use the same kind of dye you can develope and allergy at any time - that's why they always tell you to do a skin test 48 hours before you dye your hair.
I would definitely suggest holding off on the hair dye for a while. by the way - when you're dyeing your hair, are you using a "temporary/wash out" type dye or a "permanent/have to grow out" type? If you've been using the temporary type, when you do try the dye again, you may want to try the permanent kind - you might find that you can go longer between colorings, and therefore, perhaps lessening the symptoms you are having.
The dye your using may be causing the pain and tenderness. Maybe you could try waiting a month in between dying or stop for awhile to see if this what is causing the problem. I know this is easier said than done but if this is the problem it may continue to get worse.