Arnold renderer has a problem with hair and transparencies like this set of underwear and stockings. In Maya I have not found the solution, but in Cinema 4d.
We simply add an "Arnold parameter" tag to the element to be treated and uncheck the "Opaque" box. -It doesn't work on some hairs, so try it.-
In the render, Babina 8 with "Pixie pretty hair". DazToCinema4D has been used for materials. And Alembic de Daz (HDF5) for all geometries, passed to Maya and converted to Alembic Ogawa.
(Although Cinema 4D has its "Ogawa" exporter, I prefer Maya's, with more control.)

