One mantra from God Shiva’s Ashtotram says, “Om Kapardhiney Namaha”, which translates to I bow to Shiva who has thick matted hair.
God Shiva and Goddess Parvathi always tie their hair and never keep the hair open, as every hair strand of Mahadev have Veerabhadra and Goddess Parvathi has Bhadrakali in her hair. Shiva is Jagatkaarana, He is reason for all this Universes as Multiverses reside in Him and so even in His hair are present warrior God Veerabhadra and also Goddess Ganga, this emphasis that during the Apocalypse, everything merges into Him as Shiva is the Laya-Karakudu(the destroyer).
So, when Mahadev is Veerabhadra, then Goddess Parvathi, His consort is Bhadrakali.
Only when Parvathi takes the form of Durga/Kali, She opens her hair, since in every strand of her hair resides powerful warrior goddess / blood thirsty goddess. Whenever she wants to annihilate any demons, foremost she fights with them, and later from her hair strands many warrior goddesses uproot and kill all the demons.
And Shiva being a Yogi, has thick and long matted hair and He is always in deep meditation and away from worldly affairs. But once He takes a fiercely form, no one can stop Him and even in His hair lies immense power of His yoga and more power because of Goddess Ganga residing. So, when a powerful Yogi like Shiva gets anger, just a hair strand of Mahadev is enough to destroy this world and since Veerabhadra represents Dharma, all evil forces are annihilated and thus Dharma prevails.
Veerabhadra, who is Ansh or form of Mahadev Himself, follows Shiva’s commands and whatever Shiva tells him to do, he does. When Sati immolated herself, then Mahadev fiercely pulled one of his hair strand and from that, Veerabhadra took birth and as per Shiva’s command, destroyed the Daksha Yagna and beheads Daksha.
Om Veerabhadraya Namaha
Om Bhadrakalyai Namaha