There is nothing wrong with that, if there is some benefit in using henna with egg yolks or any other permissible materials. It is OK if there is some benefit to the hair such as making it grow long, conditioning it, etc., or preventing hair from falling out.
Using henna with egg yolks on one's hair
Question: 14284
Is it permissible to use henna with egg yolks on one's hair?
Answer
Praise be to Allah, and blessings and peace be upon the Messenger of Allah.
Source:
Al-Shaykh ‘Abd al-‘Azeez ibn ibn Baaz
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