The Yi Mei D42A is really soft and thick, unfortunately it sheds a bit but with a metal comb it shouldn't be a problem. It's thermoresistant so styling the fringe was easy.
Zero's wig is a regular cheap wig treated with fabric softener, washed, styled and then dyed with a bit of gray ink and alcohol. after that i used talcum to remove most of it's shine :3
I really liked my wig I got for this costume. It was fun, pretty easy to style and manage and it looked pretty good on me (so I was told) lol