If you're looking for a big doll (I assume you mean 1/3 Dollfie Dream and not Volks 1/6 Dollfie's cause these cost around the same as Azone) then why not try Obitsu or Parabox's large dolls? They're still several hundred dollars but cheaper than the price of Volks dolls with the same amount of fun.
For the 1/6 Azone ones you posted, the blank Azone heads are not sold outside of Japan. Most of us use Obitsu heads with those Azone bodies. HLJ sells some of the OB blank heads as does Parabox. The hair is usually rooted (like Barbie's). There are wigs out there but it's not really nice looking because the size of the head is so tiny. Hope this helped!