Kosyan,
that's how IBL and point-based AO looks like, at least my first attempt. IBL and point-based AO, that works with default Hair Shader - even I had to exaggerate hair color a bit.
Render time for 768*1024 is about 4-10 minutes, at point cloud shading rates 16-2. Anyway, I think that good old light rig with DSM (deep shadow map) is still a working horse...
At some long-range DSM bias, about 0.1 or more, I was been able to got a quite nice 'translucency' effect.
About Color bleeding, I got it using standard XSI shaders. For example, plug the Hair Renderer into the color input of Constant Shader. It seems there isn't connection from Hair Shader to indirect diffuse shading in 3dl, as it is for now. Tips for color bleding:
- set ambient to black in shader PPG too, regardless of global ambience
- for hiding the 'bounce cards' for camera ray, render with 'reuse point cloud', just hide them then..
- generally for hair, do not use variable thickens/strand size. 3delight seems to became allergic about that...

Maximus, if you want to play with 'native' 3dl subsurface, for now, all what I can offer is a custom, very basic Renderman shader (no textured scattering, no color bleeding, so on..). You'll have to compile it. There are nicer ways, but that's still WIP for me. So how to do that:
1: copy
this sl file to to your XSI project folder, let's say in 3delight folder.
2: navigate to folder where shaderdl.exe is (something like users\...... \\Addons\3DelightForSoftimage\Application\bin\nt-x86-64 - or nt-x86 for 32bit systems)
3: drag and drop sl file to shaderdl.exe - new file with same name, but with 'sdl' extension should appear
4: in Softimage, apply 3dl properties, like in image
5: load sdl file as Renderman surface shader (still, you'll be able to use displacement from Render tree)
6: draw render region and play with parameters. If you notice artifacts, lower the shading rate. For 'native' subsurface, keep colors at white or gray.
