Well, I think I've identified the difference in my experiments. I assigned materials to the hair growth groups when I originally did grouping in the Hair Room. I do not have those materials set to transparent, although Diffuse etc are 0. With Light Emitter set to On for the skullcap, that "kicks in" and provides the shadowing we hadn't been able to account for, although to be honest I'm still not 100% sure *exactly* what it's doing.
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Hardware: AMD Ryzen 9 3900X/MSI MAG570 Tomahawk X570/Zotac Geforce GTX 1650 Super 4GB/32GB OLOy RAM
Software: Windows 10 Professional/Poser Pro 11/Photoshop/Postworkshop 3