Heeey! Haven't seen you in a while XD -months back in the Vocaloid thread-
For references, I'd check the Vocaloid cosplay thread - search 'DWC', most likely, or Dark Woods Circus -can't find them right now cause she has to go-
For the faun legs, I would suggest some kind of structure in custom pants. I don't remember what her legs exactly look like, but you could make a curved front for the thigh and have something sticking out the back at the base of the back of your kneecap, to give the illusion of actually bending faun legs so you'd still be able to walk. (I hope that made sense...) -points to hind legs-
As for the wig, I would check what Cosworx has in stock. I'd recommend the Ivy, if they have a sort of aqua-ish color -hasn't been on cosworx in months-. If not, I'd suggest this wig
from ebay - it's the only Miku-esque style I found, and though it's not very long (though with a DWC costume on anyway, you might want the lighter weight XD) it's still sufficient.
If you do end up pulling this together, I'd LOVE to see the final product!