You must not be doing anything wrong. At the area in question there is simply not enough contrast since the colors of the hair are too similar to the skin and even the mountain range in the background. Automatic detection can only take you so far... You will have to hand-paint on the matte and use manual selections.
Refine Edge is a game changer, but it is not fool proof, and not even particularly intuitive. It took me a while to get to grips with it, and there are frequently times when a dual masking approach is needed. An easy fix is to click on Decontaminate Colors, because that automatically changes the output mode to New layer with layer mask. That puts you straight into a situation where you can repair problems using the layer mask. Something a lot of people don't realise is that you still have full access to the normal masking aid when painting in a Layer mask. For instance, you can use the pen tool to outline the soft edge, Ctrl click the resulting workpath in the Paths panel to load it as a selection, and use that select as an aid to pain in the soft edge with black. Then invert the selection and paint out the overspill with white.
Something else you can do before you use Quick Select is to copy the layer and increase the contrast. Use the modified layer to make the selection, and switch back to the normal layer to action the selection. You can increase the contrast ob both tonal values with Curves or levels, or colour with Hue saturation. In your example using a H/S layer and selecting Reds from the RGB dropdown, would let you increase saturation for just the reds. Refine Edge uses both tone and color information, so this can make a big difference.
Personally, I just Output to new layer with layer mask and fix it with the paint brush.
Thanks for the quick response Mylenium, I will read about hand-painting with matte and try this out. Thanks again, hopefully will have success Cheers Mark
Thanks for the comprehensive reply T.D, I will definitely be trying out your suggestions. Really appreciate the update and hopefully manage to get this working. Cheers Mark