If it's a shadow, it will go away if you render with "cast shadows" unchecked.

But I think it's transparency. I tried this hair in P5, and it worked fine for me. (It came in with transparency falloff 0, but with P5, sometimes it comes in at 0.6. This is wrong for hair. Transparency falloff is for things like glass, where you want something only partly transparent at the edges. For most transparency maps, you want falloff to be zero.)

Make sure you have transparency falloff set to zero for all parts of the hair. (See my settings, above.) If it still doesn't work, save your file, close Poser, and then get back in, open the file, and try again. (P5 has a tendency to keep old settings in memory, even when you change them.)