Possible Clues:

• In the course of wrongdoing dad's lost hair
• End of locks on very French braid
• Bun component
• Lock of 37 Down
• Sarkozy's very small — it's a bit of a shock
• French twist need
• Lock of hair, very French, extended at end?
• Criminal act destroying spa in part of Barnet
• Something of a shock — tension initially relieved
• Romeo getting in girl's hair