Here is a forum thread where I have posted a shader that uses the alpha channel from the main texture to define transparency and a separate gloss map to define glossiness: Specular + Opacity uses the same Alpha map? How?

Good news and bad news in a sinusoidal manner.

• The good news is that the Unify wiki has a Bumped Colored Specular.
• The bad news is that it doesn't consider transparency.
• The good news is that simple transparency is relatively easy to add.
• The bad news is that if your hair is a single object, you're likely to end up with hair that looks like it's made of glass.
• The good news is that you could have each strand of hair be an object and get it looking right.
• The bad news is that's insane. And slow.
• The good news is that there is a pretty good presentation from a few years ago over at the AMD site about how to build a hair shader to consider that case.
• The bad news is that I don't know enough about Cg to write such a shader.
• The good news is eventually I'll need to pay someone to write such a shader, and will probably end up releasing it, but of course would be happy if anyone gets the shader done before that.

(Thought it would be best to end up with a positive one)

Hopefully that'll save you a few trial and error cycles.