I need ideas for a IDW TMNT Alopex head. any ideas?

For the head, to be sure the scale is right for ya, you could in-person check out a fox figurine like you'd see at a novelty store, Hobby Lobby, or a zoo gift shop. Might even catch one at a Walmart or a drug store toy section if lucky. Then if you wanted to you could cut the head off of it and put a little bit of sculpt in it to fit on your Wolfsbane fig's neck.

The tail could be made by trimming one of those white fox tails people use in cosplay or a white tail key chain. Typed in "White fox tail 6 inch" on Amazon and some stuff came up. Some have a wire in it and can be posed. Now if you would prefer it more formed than fur you could search for "squirrel figure" that's around 6 inches on Amazon and then just saw off the tail to paint it and attach to your Alopex custom.