A fellow YYH cosplayer, huzzah! A less-experienced friend of mine is considering cosplaying Yusuke in a group with me in the future, so I've spent a ton of time thinking about this problem and how best to help with it.
I'm not sure about using the Malinda just because Yusuke's hair is only pulled that way in the front, whereas the Malinda's meant to go straight up on all sides, and so cutting it shorter in the back would probably show the netting and look funky. (I could be entirely wrong, though; I've never handled a Malinda in person, but from the way they say the wefts are sewn in, I'm fairly sure.)
Personally, my plan for this wig has been to use the Cady
and a pack of short wefts to make the hairline using Ninja-Chi's ventilating tutorial
. The built-in lacefront pretty handily gets rid of that "How do you attach it to the wig" question at the end of part one.