The most common and most likely answer to this crossword clue is the 8 letter word BANDEAUX
I've seen this crossword clue in The Daily Telegraph
B
A
N
D
E
A
U
X
Buddy explains!
The straight part
We know that "They cover hair" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case they cover hair = bandeaux.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does BANDEAUX mean?
BANDEAUX noun- A band for the hair.
- A band.
- A narrow, tight bra, especially when strapless; hence, any women's top made from a similar band of fabric.
- A bandeau, a single band (or a set of such bands) for a woman’s hair.