Hey – maybe someone with long hair might be able to answer this better than me, but I do like a smart wool headband my wife gave me a while back. It keeps my ears warm, lets my head vent and absorbs sweat all at the same time. Its this one: https://www.smartwool.com/shop/merino-sport-fleece-wind-training-headband-sw017360 but I bet their other ones would be great too.
Another thing I like to do when it’s just medium cold is to take one of my old gaiters and cut them into thirds and then I just use that as a sweatband that I can also pull down over my ears. I am a sweater, so I’ll put a couple in my pockets so when it gets too wet, I’ll swap it out my ears don’t get cold from the sweat.
My favorite cold-weather running tip is the ’20º rule’. I dress as if it is 20 degrees higher than it actually is which helps me from getting too warm too fast. For example if it’s 60 outside, what would I wear if it were actually 80? Shorts and a tee shirt… ?