I don't think there's any way to direct sebum to go in a particular direction. For example I secrete an excess of sebum but for the most part it just spreads all over my face giving me a lovely greasy face look. And yes, it's about as "lovely" as it sounds.
Lol.. you could probably use a penetrating oil on the hair.
This writeup goes into it a little: Does Sebum Protect Hair