That's indeed an issue. Thanks for reporting.

IE i use two bakings one with the diffuse plain color and one with the alpha layer as holdout:   

Probably i can, i belive i can use holdout shader, didn't tested but maybe it could work. The hair baking is kinda tricky becase of the shape of the curves.

My assumption is maybe he saw his Star Fox game that he's been working on from his YouTube channel? The only thing close to sci-fi would be the Ooca who have power armored suits and the like, but that's still more Eberron type of fantasy than sci-fi.

Here it's different faces, so that wouldn't work, (only for skin color) I don't think @Alexandermb kept the feature of transparent skin / hair