>>15474723
As >>15474741 says, and also Tales of the Abyss, at least as of the main cast, who range blonde, brown, black, and red. Ion being something of an exception, but he's a tagalong NPC. And on the antagonist side, Dist is enough of a fucking nutcase I could see him having dyed his hair the pink color it is rather than it being anything natural.
>>15475015
Shadow Hearts is a good follow up, but be aware that it's the opposite sort of execution: rather than a gothic horror game with RPG mechanics, it's a JRPG series with horror designs. Also varying ratio of dark to quirk as the series goes on. SH1 and II are well liked, while FtNW is very much love it or hate it, but the most mechanically refined of the series. Personally I love all four games in the series. Series also somehow got whored out to IF for their crossover Chaos Wars, which is infamous out here for O3 Entertainment's sloppy translation and trash dub, so if you're aware of that, do not apply that to the actual series (which was handled by other companies prior).
To my knowledge there's some issues emulating, so you might check PCSX2 wiki for workarounds or if they've since been fully resolved. Also due to the chronology of the series being historical fiction, they're best played in release order (which follows such).
>>15474814
Usually the former, but it depends on the game. If it's trying for general anime style, wherein characters can have all sorts of hair colors and no one bats an eye, it's just doing that in and of itself and could be considered part of the world's normal colors, but if the bulk of the cast, humans anyhow, have standard hair colors, it can be a sign something's up, especially if the rest have normal colored hair. Though of course, you've got cases like, say, Emma in WA:ACF, where it's hard to say if it's naturally green (because no one really bats an eye), or if it's dyed (because she's a nutty scientist).