First, make sure she's not using a regular hairbrush. AG doll hair (and I'd guess the horse tail, as well) needs to be brushed with a wire wig brush.
Second, their customer service is great about suggestions for stuff like this. DD has a doll with ink stains on her arms, and they got back to me right away with suggestions for removing them. I haven't had a chance to try it yet so I don't know if it works, but I liked that they responded quickly with something other than "send it here and pay us to fix it".