Some Muslims wear a headscarf to cover their hair, and overall modesty is an issue- really tight or skimpy stuff tends to be a no-go.
I don't know a whole lot about the latest Anime, but if you're willing to consider non-anime cosplay, there are a few female Jedi knights from Star Wars who would be good- they wear modest clothing and their costumes incorporate head coverings- Luminara Unduli and Barriss Offee.
Here's a few pics:
Luminara Unduli- close up of her face and hands:
Overall look at her costume:
Also, generic garden variety Jedi or Sith have lots of individual variation in their costumes- you could easily wear a Muslim headscarf with those costumes, and as long as it matches or coordinates with the outfit, it should look great. After all, the Jedi and Sith both recruit from many cultures.