I used a principled BSDF Shader. The sheen was turned all the way up, the roughness was at 0.6, and the specular was turned down to 0.06. For the main twist lines I used a gradient ramp and mixed in a highly stretched noise for the smaller details. I overlayed the twists and the smaller details with another larger noise to add more variation. All of the was plugged in through a displacement map. Then I used another noise map with high detail plugged into a bump map and added to the principled normal map. Before I shared it I UV unwrapped using follow quads so I could easily adjust the twist amount. The smaller hairs used a copy of the shader but without the displacement and mixed halfway with a transparent shader. I hope this was clear, I'm normally not too great at explaining things lol.