Oh shoot, I haven't got P4 installed any more. Hmmm, well have you tried putting a spot directly onto the hair and see if it then gives highlights? That would indicate whether it's a question of material settings or of light positioning. Also have you tried tweaking the highlight size? In the render you posted, it looks to me like the flame light is not in a position to be casting highlights in the place you expect them to appear. It looks as if it's off to the model's left, and therefore can't cast light through to the right of the hair. Is that the light you're expecting to cast highlights, or is there another one?

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"you are terrifying
and strange and beautiful
something not everyone knows how to love." - Warsan Shire