Mehandi or Henna and Hair Straightening
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The traditional strand testing won't help because while the test strands may not be coated sufficiently to cause interference, there may be other areas of the hair that are. The only thing worse than having a chemical service fail to work on any part of the hair is having a chemical service that only works in certain areas, leaving a spotty result.
You may be able to find a salon or stylist who is versed enough with both henna usage and chemical straightening to be willing and able to assist you, but this will require that you do your homework and actively investigate the available professionals in your area.
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See also:
How to remove henna hair color
Perming hair after using henna color
Problems with traditional hair color after using henna