Things are moving so fast - me learning to shut up and read the manual - that it'll take a few to totally explain things, but here's the short version. For this particular model, Kozaburo's Short Bob, this appears to work the best. For the hair material, in the material editor, under the thumbnail of the image, replace Matte/Phong with Layered Material, and immediately add two Matte/Phongs to that.
For Layered Material, click fill weights, and for weight#0, use the transmap bitmap. For weight#1, also use the transmap bitmap, but when you click on it in the Texture Editor, under Bitmap options, tick Inverted. Get rid of the default white coloured boxes too for both Fill weights, leaving just the transmaps..
For Matte/Phong #0, put the texture bitmap in Diffuse and for Matte/Phong#1, use the colour white for refraction.
And your result should be:

I know, not a brilliant image, but you get the idea. You have to adjust for the eyelashes, too... anything that uses a transmap will need tweaking.

Also, I was told that my model was too small - so I made a change in Settings-> Advanced-> Modellers... OBJ Modeller, I upped the Import scale to 1.8. We'll see how accurate that is when I import a chair or something made in Sketchup.

Anyway, time for bed... have fun with this! It shows great promise!!!

Monterey/Mint21.x/Win10 - Blender3.x - PP11.3(cm) - Musescore3.6.2

Wir sind gewohnt, daß die Menschen verhöhnen was sie nicht verstehen
[it is clear that humans have contempt for that which they do not understand] 

Metaphor of Chooks