This is just me theorizing as I haven't experimented with anything like that.
Are you using smart hair elements for this? If that is the case, they'll only move with the bone they are attached to. You would likely need to manually animate the hair in iClone. If you're able create custom hair in a third-party tool, then apply skin weight for the hair in CC3 and add PhysX, you may be able to achieve the results you're looking for.
Edit: You may be able to find that hairstyle on daz. I did a quick search and didn't find anything, but may not be using the right search terms and there is a lot of hair to skim through on there. You may be able to find other hairstyles with a similar element and remove the unneeded hair cards in blender to achieve this result.
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