Hmm...
Maybe you could deep condition once a week or so with coconut oil. That should lock in the protein and bring in the shine.
Also, here are some good products for chlorine and curly hair:
http://www.amazon.com/Fairy-Tales-Li.../dp/B000O7PKZY
(natural and can be bought at Ulta)
Amazon.com: Fairy Tales Energizing Leave-in Conditioner, 12 oz: Health & Personal Care
(natural and can be bought at Ulta)
I brought the leave-in after going to a waterpark, and my hair was great the next day