Thank you!! 
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I didnāt know that frogged yarn loses its curlā¦thank you for letting me know!
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Mine hasnāt lost its curl at all!
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The teal is big twist value, and the light blue is red heart super saver
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Ok I just thought that after a while it might
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For the hair this video might help (the yarn would need to be wool or acrylic):
For everything else I would recommend using cotton yarn. For clothes it depends on what style you want, some outfits can be crocheted as part of the doll by changing colours where needed. The reference photo looks like colour changes were used for the shoes, shorts and undershirt, while the sports shirt was made separately. You could try looking at free patterns that include doll clothing, for inspiration on construction:
https://amigurumi.today/amigurumi-patterns/dolls/
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Omg thank you so much for this!! Iāll definitely be using these
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Hi I am the original creator of this SZA doll!! I realise I am extremely late to this thread but i thought iād leave a comment incase anyone else comes across here and needs help. I sell the pattern for the SZA doll and a seperate tutorial for just the hair on my Etsy shop. It includes a video tutorial too since those are easier to follow. Otherwise as many other comments said, iāve had people use frogged yarn, doll hair from craft stores and crocheted curls too to create similar curls!! Also you are absolutely gorgeous 
