I haven’t had this issue, but here’s a thought:
By default, your physics bodies on your physics asset are of the “capsule” type. I have had problems where clothing physics doesn’t recognize the capsule type. The solution is a pain but straightforward – go into the physics asset for your character, in the skeleton tree right-click on “neck_01” or whatever is in the shoulder area, and click “add shape → tapered capsule.” Change the shape and orientation of that capsule until it is slightly LARGER than the shoulders, so that the collision will happen before the hair breaks through the shoulder mesh. That may help.
Good luck!