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The only thing constant is that there is nothing constant
I headcanon that Furina’s pigtails in her pneuma mode are hair extensions as an attempt to look more like Focalors to further convince people that she is Focalors. Furina seems to naturally have short hair (as shown in her ousia form and that is her real self), and Focalors naturally has very long hair that’s split, kinda like pigtails. So to make herself look more like her, she put on extensions kind of like Focalors’ hair and therefore look more like Focalors.