Maybe try looking for someone looking to trade for one of a better color (and maybe a bit longer) in the Manga Swap meet forum or post in the "Who Should I Cosplay As" thread and see if anyone has any suggestions for characters that it could work for. It does look like a really nice wig. I don't know how well it would take dye (I've never tried dying a wig and don't plan to), but that might be an option. Wouldn't fix the length but perhaps it could at least get the color.
Costume looks good altogether though. I doubt anyone's going really flip out about you wearing a slightly off-color wig when the costume's right on, especially since most people who recognize the character are going to be gamers who are unlikely to be super-anal about cosplay.
Additionally, the actual color of her hair seems to allow quite a bit of lenience, as her original hair color was very definitely pink in Psycho Soldier, and a lot of images show her with a more burgundy color. While the general consensus is that her hair is purple, I think that there should be a decent amount of tolerance, so I wouldn't worry about it too much.
