I've solved the problem of having dye inside the headcap (the inside of the headcap is clean-- so no staining worries anymore!). The colors are set (no bleeding or running, even after the hair gets dampened again), but anytime a dye is involved, I am extra careful about leaving a wig on a BJD head for an extended time.
After the leather is completely dry, I am planning to put clear hot-glue around the hem to give the wig more grip. It doesn't need grip now (it's fine) but I think it would help me worry less about that hem's worth of hair staining the head.
The hair is naturally wavy (but it would probably take spiral curls easily), and silky, even after dying.
I have one last dilemma to solve before I'll be completely satisfied with the new type of hair, and then I think I'll throw together another tutorial with a LOT of new information. :)