I have had the same problem, but there is a fix, but not optimal. Some hirs styles stick, It seems that the third or second ones actually stay after you log or zone. For example Human Female Braid, Barbarian Female Braid, Human Male Long Hair, and the colors save for these styles also. Maybe the index isnt being set right or some opcode for the first couple hair selections is wrong? (Forgive me for guessing
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Maybe I should go throgh the list of each model and see what sticks and what doesn't? There seems to be a pattern.
A quick zoning test(y/n if the style stays - Human Female):
HF Short Y
HF Long N
HF Braid Y
HF Bald Y