After much messing around I think i got something acceptable.
First of all, transparencies MUST be .png, I don't know why but other formats will cause issues.
The eyelashes I fixed them applying 4 layers of LerpAlpha.
Finally something than at least isn't darkened by the Alpha Threshold.
Alpha Threshold alone It looks meh.
After that, I duplicated the hair mesh and i applied Alpha Threshold to one material, and LerpAlpha with 2 layers to the other mesh.
This Is the best looking so far but it has 2 terrible flaws... It can't receive shadows and it duplicates the hair polycount.
Alpha Threshold + LerpAlpha
Shadows of the first method vs the second one.
The right one (Alpha Threshold + LerpAlpha) receives shadows in is Threshold layer but get overwritted in the Lerp layer, so we can barely see them.
Luckily both of methods work OK with illumination.
So that's it, I'm already out of ideas.
I think this can be improved with a shader that do 2 passes, one Threshold and another Lerp but with shadows. Saddly that's out of my range.
Any more ideas?