I'm trying to work out what to do as well and this thread is a giant help. I haven't actually done anything yet but I had thoughts on how I'd accomplish it. Just thought I'd share them, in case someone can take them and make them better lol I kinda want to know what you all think. If it'll work or not.
This is me being inexperienced with all this. lol
What I originally thought was I could take a styrofoam type consistency so it gives it shape. I'd carve out the head to extend on my own. Once it's shaped correctly, not really having to fit completely on, I want to take a bald cap of some sort. Perhaps make my own so it's larger. It will be my skin color to match my own. This should stretch over the foam and my head together, so it blends the skin with the extension. Since it's a bald cap, it should stick to my head keeping the foam secure. I can then paint my extension head with the same stuff as my face. Since the bald cap is my skin color, it has the same base color underneath the blue. I could then spray/paint some sort of coating over the bald head, sealing the blue color but keeping it the same consistency as my painted face. It won’t smudge, ideally.
Does any of this sound as if it'd work?? I thought it out the other day.