I've been working on this lots of hours and I still can't figure what is wrong.
I initially added the PNG file through CM15.
Later, I created the hair texture as DDS with Alpha Channel and I replaced the original texture with my own through Fifa File Explorer.
Still the same problem.
I followed up lots of tutorials and I tried to do it with Blender but there I either get an error and I can't export the texture, or it export the texture but once I open the rx3 file with Fifa Explorer there's no texture inside of the file.
I'm out ideas. What to do to not have that metallic reflection on hair?