It seems LoadFile is capable of loading iHair files, however it won't load current hair version (.rlHairStyle).
Other assets seems to load fine.
Anybody know if is there a workaround?
Thank you.

One workaround seems to convert hair to Accesory, then load into iClone as iAcc (previous renaming).
It works although is a workaround to a limitation imposed for the api.
The Python API is rather limited, providing a more than limited set of options to iClone.