So, dying! Erm, not that kind of die!
Dying is kinda tricky! If you want to
ensure that your gradient will be exactly where you want it, in the shades you want it, then I recommend paint! If you have very specific ideas where the gradient needs to go - and you can't envision how you're going to dip the pony to achieve that effect without making the whole thing purple - then I say go with paint! If you paint something wrong, or you even just realize the paint doesn't look like you wanted in your head, it's easy to take the paint off and start again ... not so with dye!
I love dying, I've been experimenting with it a lot more lately, and it is not always an exact science! But it's very rewarding when it works out, IMO, but that's because I just love the texture of original pony plastic - and dying can be a lot easier than painting a FBR! I've also seen some incredible and intricate dye jobs done with several different gradients on the same pony, so it CAN be done! It's just tricky!
The dye you'll want to use is Rit Synthetic "Dyemore", it just came out, or iPoly dye; the first you can get at Michael's, the second you have to get online, Amazon I believe. They're both formulated to work on plastics/synthetic materials, and they will give much brighter, long-lasting colors to your ponies than the regular Rit dye will. (They will fade over time, but it can be lessened by dying a shade or two darker than you want, and let the dye lighten up naturally into the shade you want.) I've had situations where the regular Rit dye would be boiling for hours, and the pony would end up a very light pastel; five minutes in the Rit Synthetic, and it's a deep midnight blue! You will need to be comfortable working with boiling water/dye, and you will need a metal pot that you never intend to eat food out of again, so in that aspect painting a pony may be cheaper and easier if you never intend to dye anything again!
I love the idea of dying a pink pony blue; with the old Rit, I think it would turn out purple, but this new stuff is SUPER POTENT! :O I threw in a Bowtie, and a PINK Firefly, and they ended up almost the same shade of dark blue! No purple! So that would solve some of the issue of dealing with two different color dyes, for starters!
When you're done dying the pony, there's lots of guides out there, but some of the best advice I got was from my friend who dyes Barbie dolls. I've always heard that you put the pony in a cold vinegar or ice-bath after the dye to help set it, but my friend also recommended putting them into a vinegar/water and/or rubbing alcohol/water bath for a couple days after you set the dye in the cold bath, switching out the mixture until the water runs clear. This helps leech out the excess dye, and will help a great deal with the whole 'fading' issue that happens after a year or so. The alcohol or vinegar leeches out the dye that's just sitting on top of the plastic, so it helps reveal the "real" color that's left after the dye has settled. Hence, if you dye a shade or two darker, hopefully the color that's left over after the vinegar/alcohol baths are the shade you wanted!
I hope that's somewhat helpful, I've never worked with scenting but I've worked with dye! I almost wonder if you could boil some of the oil into her hair, as the others say ... or just set up a candle in a box with her? Ponies can aborb an impressive amount of scent through osmosis! I mean, it sure works with smoke LOL!!
Good luck!! It sounds like a great concept for a pony!