In addition to the proteins Ml001 listed, VO5's Shea Cashmere also has denatured alcohol which is drying. It's low in the ingredients list, but if it's a new addition to your routine it might be contributing to the dry feeling. Also, the Nature's Gate has a high amount of glycerin, and if it's cold /dry where you are, that might well be a big contributor to why your hair is feeling dry. Because it's a humectant, glycerin pulls moisture from what is wettest to what is driest. So, in dry air (low dews) it pulls moisture from the hair in an attempt to hydrate the air, which leaves hair feeling dry and looking frizzy. In humid weather (high dews), glycerin can pull too much moisture out of the air and into the hair creating poof and frizz.

Do you know your hair properties (porosity and texture)? Knowing your properties makes it a bit easier to choose products that are more likely to agree with your hair. See here for more info: Live Curly Live Free - Curly Hair Basics
CG since 11/2011
2c /3a F /Mii, low porosity

Fall Products /Routine:
Clarifying: Herbal Essences Tealightfully Clean
Low Poo: Renpure Luxurious Argan Oil
CO: Suave Naturals Tropical Coconut or Daily Clarifying, V05 Strawberry or Kiwi Lime
Tresemme Perfectly (un)Done, Cure Care, V05 Kiwi Lime Squeeze, V05 Strawberry, Renpure Brazilian Keratin (old formula),
PT: IAGirl's as needed