You can't dye something white. You can only change the tint of a color or make it darker.
Spray paint will make it disgusting. I've used it on wigs. The wig will become crunchy, stiff as hell, and if you do it heavily enough to get the surface solid white, it won't look much like wig fiber anymore. If any of the wig fiber is near your eyes, it will poke you in the eyes and hurt. You might also shed white paint flakes.
You'd do better to find a white afro wig, cut both of them in half, and frankenstein the different colors together.
FF9 cosplay? Hit me up!
2014: Anime Los Angeles, Anime Conji, and whatever else falls into my lap
I now have a Tumblr
. Sometimes I use it.