>>1816729You don't actually have to make smaller separate shapes for this image. If you know what you're doing, you can do it as one shape like I did. You can then just draw separate shapes to cut the inner shapes (by using Minus Front from the Pathfinder window) and keep it as one large Compound Path. In terms of the curvature of the hair, you definitely want the tips to curve more. The trick is that you just need to know how far the handles can go before you start making them too flat. If you can't curve the tips properly by extending them outward, then you need to place a node before or after the tip so that you can give the handles at the tips more control, and bend them how you originally wanted. You can see in the image that there are numerous areas where I have done just that.
I'll go ahead and post the file so you can get a a better idea with the nodes:
https://mega.co.nz/#!stgkXDhB!cwSn40CZ--9D2l_42ogAQgsiRKm5UxyilkAgy9DmZxQ 