Umm...if the problem is the fact that you can't have the horn fall both in front of AND behind the mane (with the mane in one piece), what I'd probably do is take the lighter colored locks, copy part of them within the outline, and move the copies to the top; as long as you don't move them, they should line up, and will cover the base of the horn.
...assuming I'm not completely misunderstanding the problem, which is also pretty darn likely...
Ah, I've run into that with Photoshop; rather than copy/pasting, just use the quick select tool to make a selection, then Command-J to push that selection to a new layer. THAT should remain in the original position (at least in my admittedly limited experience).
I've never done vectors in Photoshop; in Inkscape, duplicating an item plonks the duplicate right on top of the original.
Found the answer to the "Paste at random location" problem (I think it drops it in the middle of the screen, wherever that might be at the time). Shift + Command + V lets you paste in place, should make it a lot easier to paste a copy at the top of the stack.