I feel like this is going to be better off as a built wig rather than a styled wig. I wouldn't use a regular "hair" wig, I'd look into clear vinyl that you can color yourself to match. I think that may be the only way to get that look without going full silicone which I've heard would be very costly, heavy, and expensive.
KuroNekoCon- '11 : Radcon-'12 : Akicon-'13 : Sakuracon-'13, '14, '15, '16, '17 : PAX West-'11, '12, '13, '14, '15, '16, '17 : Rainfurrest-'15 : ChibiChibiCon-'17 : RenCon '17
Shy Gal (Nintendo Fan Design)