How can identical twins have different natural hair colours?

It is possible but not likely. This is one reason that geneticists prefer the term monozygotic over the term identical. Just because monozygotic twins have the same DNA doesn't mean they will look identical. read more

Different hair color in monozygotic twins can happen in two ways. If the twins separate before the genes for hair color are expressed then it is possible that they will express differently. They both still have genes for hair color from both parents, the same DNA, but the could each express the color from the other parent. read more

In identical twins, there can be minor differences in the appearance of the individuals, but these aren't commonly very pronounced differences. Perhaps one twin will have a mole that the other doesn't. Yet, different haircolor is very rare for identical twins as far as the hair color with which they were born. read more

Identical twins will have the same color hair, as it grows form the scalp. But if one stands out in the sun, and the other does not, the hair of the one may be naturally lightened; there are other ways the hair color can be altered naturally. read more