I've had this sort of problem with some of my G1 ponies before. Just wasn't sure if you meant the ends or the base of the mane. Thanks for the pic!
Try wetting the hair under
very hot, running water and then dip the lower half in some liquid fabric softener (a clear or white-colored kind, because a colored liquid might discolor the hair) and then comb it again with a fine tooth comb. Start at the bottom and comb your way up, all the way to the base of the mane.
Once you do that, try re-wrapping the hair in a neck curl like you've done before and use the paper towels like you said you were doing. For the pony with super stubborn hair like I had, I did all of that, then wrapped her hair and secured with a paper towel/rubber band and then applied some liquid fabric softener to the base of the mane where it had previously separated. I just dipped my fingers in the fabric softener and then sort of rub it/soak it gently into the base of the mane where the separation occured. It sort of added a bit of weight to the mane and also gave it a sort of "dried hair gel" feel -- the fabric softener sort of "holds" the hair together.
If it separates in the same spot again, you might even try boiling the hair for a little bit and then CAREFULLY combing/following the same steps I mentioned. Sometimes the extra heat helps work the bends/kinks out of pony hair.
Maybe this'll help fix the problem, rather than having to reroot/fill in her bald spot.