As Penlowe said, yarn comes in every shade imaginable so you should be able to find the right color somewhere. And a lot of yarns could be dyed if you want to get really exact. While a hair tail is an interesting idea I just don't think it's a very cost effective one while yarn is still an option.
A word of warning though, yarn tails take forever to make and are quite labor-intensive. If you're planning on doing multiple tails, or honestly even just one decent-sized one, be sure to give yourself a lot of time. You'll also need to add some sort of core if you want it to hold up at all rather than just dangling. I know Ahri's kind of known for more upright, floaty tails.
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