- I'm not really qualified to give advise for cosplay costumes, but since nobody is replying, I'll make a fool of myself with my wild guess. XD
A strand of horse mane probably looks nice, and you can probably use hairspray to keep them together? But, horse mane may not stay standing up nicely, and instead, may drapes flat. And, for that I think something more stiff might help, such as monofilament line or code, like fishing line (you can get them at sporting good stores) or if you need even thicker ones for more stiffness you can use weedwhacker/string trimmer line/code (you can get them at home-improvement stores)? Or, maybe some combination of these glued together or held together with the thick coating of hairspray might work?
Just my wild guess.
Hope we'll get some expert advise from our cosplayers.