For the hair and general feel if you are going for fierce with royalty I think the last one with the braid might be the best idea. I have often seen scenes where a royal lady might go into battle and they are always tying their hair back, its just a sensible thing to do to keep things in check. Maybe consider trying a version where the hair is mostly really tight, but has a section that has blown free, not sure if it will work, but its worth a try.
I like the first one for the costume.