I think you have already got some good ideas.

I always thought that Sherlock would have short hair as a woman, too, but obviously that shouldn't put any limits on what you want to do.
Hm...I think it would look good down, too. I'll let you know if I think of anything else, but I am not the best in this area since I wear my hair down all the time,lol.

If you are comfortable posting one, I would love to see a photo of your outfit, it sounds cool.

Maybe you will just have to experiment with any ideas you get (and Sherlock loves experimemts!)
Also, going back to your first post... What's PSOS?

I don't do cosplay (although I admire it!), but I was just thinking that Irene mirrored Sherlock's hair very well with her updo.  I think that style would look great, although it would be difficult not to mess up with the deerstalker!  The other styles that I think would look Sherlocky are slicked back (perhaps in a French braid?  Or ponytail or pigtail.) like Victorian Sherlock, or a mass of curls - extra curly and held with hairspray might keep it out of your face? 

Yitzock wrote:

This isn't exactly a response to Phantom's questions (miss you, Phantom!), but this cosplayer I've been following on Instagram for a little while posted some photos this week of a female Sherlock cosplay and I thought I'd share. I thought she did a good job. Her blue contact lenses are quite intense!

https://www.instagram.com/p/CFSG8IFjtKt/
 

I don’t know if the lenses look the same on the girl but it’s a bit  scary on the pics. More like a vampire than Sherlock