What kind of adhesive did you use on these pieces, the white glue?

I read where something would cause the finish to crackle if there was a conflict between the materials, but I just can't remember which combination(s) they were.

My first choice for what you want would probably be a resin varnish (not polyurethane-based).

For the hair... I have wondered if that commercially twisted cord made from paper might be suitable for something like that, partly unwound.

And I know you said no string, but... A friend of mine made a suggestion some time back, but I have not tried it.  She suggested plain cotton string.  Her idea was to wrap the string neatly around a sheet of stiff cardboard, and run a separate piece of string down each edge of the cardboard so when you slide the string off (carefully, keeping the strands straight), you can tie them together, like tied skeins.  Holding the skeins straight, immerse them in the liquid adhesive until they're wet, then drain them, and perhaps pat excess glue off with paper towels (etc). While they are still moist, form them into "locks" of hair.

Sue