I can relate to what you're going through because, as I started into my 40's, my hair also changed texture a bit from beautiful silky straight to fine, frizzy and flyaway. (I think it must be hormones!) It took some time and practice for me to adjust but I DID eventually learn how to handle my hair.
What works for one person doesn't necessarily work for another, but I'll tell you what worked for me with hopes that it will help you as well.
My stylist recommended using Redken OutShine 01 after shampooing. Work it through well, especially on the ends. You can use styling products right over this. I use Paul Mitchell Super Clean Sculpting Gel. (I buy the Redken on eBay - it's cheaper there.)
I used to blow dry my hair on the High setting and by bending over at the waist and just blowing it all over the place. When the frizziness started I couldn't do that anymore. Now I use the Low setting on the dryer and blow it in sections from the roots down to the ends. You can use your fingers to "comb" the hair as you dry it. Don't over-dry the hair. Stop before it's completely dry.
I section my hair by parting it with my index fingers horizontally from the top of the ears, around to the back where my fingers meet. Then I divide the hair down the middle so I have two sections - one on the right and one on the left. Hold the rest of your hair up on top with a jaw clip. (Hope this all makes sense!)
After drying the first sections, I take out the clip and section off some more hair, horizontally like the first, an inch or two above the first part. Clip up the rest. And continue on like that. After drying it all, I let it AIR dry a bit more. Sometimes if I see some areas that are frizzy (like the ends) I lightly wet them to smooth them down. Then I style it mostly with my fingers and use hairspray to help keep it that way.
I used to wear my hair layered but I stopped doing that when the frizzies started.
Remember to use the dryer on LOW and dry it in the direction it grows, from root to ends.
As the damaged hair grows out, have it cut off and before you know it, you'll have new healthy hair in it's place. Chemicals and extreme heat will fry your hair, as you know, so avoid that in the future.
My hair didn't get curly so I can't speak to managing curly hair. I would suggest finding a new stylist. You'll need a new style that works with the texture and curl of your hair. Look in magazines and the style books in salons, show them to your stylist, and then see what your stylist suggests.
Unfortunately we can't compare ourselves to celebrities. Who knows what kinds of tricks they use. Could be they wear wigs! I'm sure they use extensions. But they DO have problems with their hair just like the rest of us. Look at Britney Spears. She got so fed up with her hair she cut it all off.
Just remember, the damaged hair WILL grow out. Good luck and be patient!