Alan Wake is an AWESOME game. xD
Uhhh...but, I've never heard of this before. A female version of that guy...
First off, so people can help, I recommend posting some reference pictures up of him on your post.
I think you could probably just pull off his regular clothing, jacket and all, but just go as a female. For other ideas...I don't know. His plaid wear from American Nightmare could be made into a dress or something, but I think that if you alter his clothing too much, no one will know who you are.
Needlewoman- Fatal Frame 3
Wander- Shadow of the Colossus
Skull Kid- Majora's Mask