After a long battle with particles I finally decided to leave the Shadow with modelled hair without the particle/smoke/fog effect. They would go in weird directions and shapes which I did not want or need, and that's why I made the decision. Here is an example of how the render particles would look like:
Photoshop Retouch is how I wanted the hair to be, however I still have a feeling that the particles would not look like they belong to the actual model and the overall style.