The hair definitely looks like a seperate piece that was most-likely glued onto the head. You could probably remove it (exercising care, of course), replace the bandana, then glue the hair back on and no one would be the wiser. Even if the bandana comes in two parts, it's still doable.
Who knows, I may give it a shot. It just makes me nervous experimenting on a $400 figure
![LOL :lol :lol](/styles/default/xenforo/smilies/old/lol.gif)