It would seem that you are being unfairely treated, if no mention of any problem was made on the first day you changed your hair colour. Are you in a Union? If not, get membership, and advice. now. In the mean time, try and have a calm and polite conversation with your Team Manager about what they perceive as the problem. Advise them that you were unaware of any rule breaking, and you are keen to put things right, but they have to see that this is not an overnight possibility. Hopefully this can be resolved amicably - do let us know.