I've been going without shampoo for just over a month now, and love it! I have noticed that my hair is dry too, and I can't use baking soda because it leaches color from my hair (I have purple bangs ).
Some thoughts---how often do you rinse? How often do you use apple cider vinegar?
For me, I started out rinsing over other day, but honestly, now I can go days without rinsing and it looks great. In the entire month, I think I've done apple cider vinegar only four times (mostly in the beginning, I haven't done it in the past 7 days). I also noticed that ACV was making my hair feel sort of coarse, so I used two egg yolks and it completely restored my hair.
Based on my experience--maybe you're still doing too much to it? Perhaps you could try rinsing less if you're doing it every day?
Hopefully others will have more helpful suggestions--good luck!