I've had the same problem. Does anyone have any ideas?
Edit: I found a bit of a workaround. Once I had all the textures replaced with BrawlBox v0.59, I switched to SmashBox v0.57 and replaced the hair texture with that version and it worked fine. My guess is there's something messed up with the palette algorithm in v0.59 or something.
I found that out myself when I was doing textures for the Subspace Emissary enemies. At least SmashBox v0.57 shows you the colors that are used for each palette. Too bad that the two still have a bit of a dilemma when replacing CMPR (tex#00_14) format textures.