This is waswas and you have to ignore it. Get closer to Allah through learning more about the Quran and sunnah and practicing them more and these whispers will disappear.

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It is best to have a hair transplant. If this is not possible, then you should remove the wig every time you want to pray. If this is not possible, you should make tayammum every time you make ghusul. As for only wudhu, wiping over this wig is sufficient.

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