Actually no that's not the case. Sometimes he does, sometimes he does it to fit a certain theme which doesn't have to have a correlation with a potential DF, but sometimes he doesn't give anything.
The vice-admiral Strawberry has got a ridiculously long head. Someone once asked about it in the SBS and Oda's reply was just that he has a long head. No reason why, he just has it.
Gecko Moria has got a ridiculously weird face with horns. Did that had anything to do with his powers? No. Oda gave him a Gecko theme, however that on itself is not a reason as why he looks like that. In the OP world he just looks like that, no particular reason.
Highly likely he has a DF power and that might be related to his hair, but likewise it might not be related to his hair. It might have something to do with his theme, it might not have something to do with the theme and the theme might or might not be related to his DF power. My point is that there doesn't necessarily needs to be a reason as why his hair acts so weird.
He might have eaten the hedgehog DF, he might have not and if he did it might be the cause of his hair. However that doesn't take away that there doesn't need to be a sensible reason for his hair as Oda gives his characters weird physical and personality quirks all the time.
Fairly obvious Sanji is going to lose, or in the least he isn't going to win. Among the old and new Shichibukai (not counting BB) the only one of who there hasn't been any reason to assume he might be weaker than Doflamingo, is Mihawk. With all the others there can be reasons given as why they might be weaker than him. Then Sanji, the cook of the Strawhats, is going to beat him in a one on one fight? That's void of any reason. I doubt Sanji is going to go down that easily, but I assume this battle will simply have no real ending and mainly serves the purpose of keeping DD occupied.