Ooh, nice idea! The 7676 English Redcoat captain wears what is supposed to be a wig, I think, in that his hair is white (or off white), but it would look better with a bit more obviously wig-like shaping & style.
I think the best thing is to do a mock up of how it might look and show it around as many places as possible. Maybe some of the expert resin/ customising people here could produce one?
This also leads me onto thinking, who in the modern world is known for wearing white wigs? Judges and Barristers!
We need wigs so we can have a Playmobil court!