I was always debating using animal or human hair or fuzzy wool threaded as a base for threads. As if you look at things real close on the figures, they are a reptilian mammal hybrid with fur on the back sections. The hair is threaded with small animal spine pieces. The netting they wear is the minimize movement and noise by matting down the fur. I think the netting also has something to do with the cloaking that they use. The hair itself is going to be very greasy and unkempt, so the curly matted look might take some different approaches to look at, but a study of unwashed hair over long periods may help get a better approach to building a better looking hair setup.