I did paint the details on purpose cause on close ups from both the manga and anime I could see there is no 3D structure in them (i would have prefered giving them depth instead of shitty painting xD)
I started with chicken wire to get the rougth form, filled it with newspaper and wrapped everything with crepe tape. then I smoothed everything down with pappmaché (the powder you have to mix with water, not the newspaper + glue methode) but you could also use some kind of clay. then i sanded everything after letting it dry for several hours, primed it with wood glue and painted it.
I would definitly change the paint job and maybe try to get it more smooth.
Btw, the hornes were sewed into the wig, i made some "fixpoints" with the chickenwire, those i could hide underneath the hairs
Hope I could help you! Good luck, plz show me pics ^^