You can check out Arda’s flickr gallery to see pictures of other cosplayers using that style of wig. It is really helpful in helping to determine what can be don with it.
Based on some of the styles in the flickr gallery and the fact that Blue Steele has a skin top, you should be able to style it so the forehead is not covered.
How? I would start by using heat from a straightener or curling iron and quickly heat up the fibers you want to move. Then clip them in place and let it cool. This “sets” the wig into a style. Then you may want to thin out the wig, since the character’s hair looks fairly thin and flat. Afterwards, you can use hairspray to further hold it in place and create those flyaways.