You can do all of the above except for declaring Thaneship. Keep in mind, if you're with the Thieves Guild, you can secretly get your bounty wiped out.
Call a beekeeper. When you call, the beekeeper will ask you questions about the location of the hive, how long they've been at that location, and when you first noticed...
Try sugaring, where you heat sugar, lemon juice, and water, and use it like a wax to pull the hair out by the roots. Repeat this treatment every 2-3 weeks.