I personally would go with a lace front wig as creating natural hairlines on standard wigs is tricky to accomplish for wig newbies. It is not as easy as simply brushing the fibers back like you can do with your own hair.
This one from Divatress is a smidge longer than that specific ref pic of Scully but if you look at her hairstyle throughout the course of the series, it varies in length and style so your friend has a lot of wiggle room. If she is set on the exact style in that image, you could help her trim this one to her liking.
I would pick the FS27/613 shade approximately in the middle of the top row. The 27 is Strawberry blonde with 613 being platinum blonde highlights blended in. This shade is a really natural and believable red and $32.95 for a heat-resistant lace front wig is a steal. Shipping is totally reasonable too at $4.95 for their flat rate.
I have not personally purchased from this company but they have a lot of positive Youtube reviews. Good luck and I think that is pretty awesome that Gillian Anderson is going to be at that Comicon.