So, they used one of those “bump” things underneath her hair on the top of her head, which is what gives that extra dome shape and a cavity for her bottom layer of hair to get tucked in to. Then they did a ponytail with the top half of her hair, folded around the chain link, and tucked the excess tail inside. Use some of the hair starting from the bottom most side of the ponytail and wrap it around. That wrap around the base of the tail does not need to be separate from her hair. Easy to make it look like it is with some careful positioning. Plastic bands, hairspray, and potentially woven thread to really keep it all stable. The bump is what makes it all possible.

As for the cut off portion, I think it’s fake/not hers. You can kind of tell by the coloring not 100% matching her hair, but it is pretty much spot on.