I'd guess that your hair didn't care for the oils, butter, and/or the wax content in that, especially if it responded to it by becoming dry yet greasy. You aren't the only one who's mentioned dry, straw-like hair after using that product.
Absolutely, your hair is more porous now because you've been coloring it. Porous hair needs protein to fill in the holes in the cuticle. Also, keep in mind that even healthy coarse hair can require some protein now and then, even tolerate an occasional pt.
Again, yes, hair properties (texture, porosity, density) and the weather (dewpoints) should both play a part in product choice. During dry months, you may want to add a leave in conditioner, or use more moisturizing products. You may also need to dt more often. During wet months, you may need more protein and may or may not need a leave in. Humectants like glycerin can be an issue in low (below 30-40) or high (above 60) dewpoints, though some can use them year round. In high dews, humectants can pull too much moisture into the hair and in low dews, can pull too much moisture out of the hair. Either of these situations can cause poof and frizz. Glycerin is a common one, but propylene glycol, aloe, and sorbitol are also humectants. Many find that humectants in rinse out products like shampoo and conditioner aren't a problem, but they have to decrease them in their stylers. If your styler has an oil or butter higher in the ingredients list, it should decrease (or eliminate) the effect of a humectant in it.
If I recall, Jessicurl stylers have a good amount of glycerin in them. During the winter, you might want to add a leave in conditioner (if you don't usually use one) and maybe a sealer (oil or butter) to help "shield" your hair from the glycerin's drying effect and maintain moisture between wash days. Another alternative would be to switch to glycerin free stylers in the winter and see if your hair behaves better. The Frizz Forecast
is useful year round, and you may find this page