Sometimes. wigs are worn to hide natural hair; sometimes, headscarves. Sometimes,hairs stray beneath the headscarf. Sometimes,natural hair only. All this amongst Orthodox women who observe Shabbat stringently and keep impeccably to the rules of kashrut. Does it really matter? Yes, insofar as any attempt to coerce women into "proper" behaviour is just that: coercion.
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from the article: Ex-Hasidic woman marks five years since she last shaved her head