Your knowledge of Norse mythology is lacking. Thor didn’t crossdress to get Sif’s hair back, he threatened Loki into getting Dwarves to make her replacement hair out of gold, which lead to series of events that ended up with the Aesir getting multiple gifts including Mjolnir, Gungnir and Sif’s hair at the low, low price of Loki getting his lips sewn shut.
Thor did crossdress as a bride in one myth but it was to get back Mjolnir after a Jotun stole it and the actual goddess the giant wanted to marry as ransom for the hammer refused. And Thor ends up killing every giant at the wedding as soon as he gets Mjolnir back.
As for Sif sleeping with Loki, thats from the myth where Loki basically trolls all the gods at a dinner by making various claims (the truthfulness of them is vague) while they try to calm him down, Thor is notably absent when this is going on but when he arrives Loki leaves as he basically says Thor alone among the Aesir would actually strike him rather than just make threats.