So you want the wound fiber look for the individual strands? Couple ways to go about that.
1. Generate geometry instead of 2D hair using the Hair Object>Generate tab. Circle is probably what you want, though it creates the most geometry.
2. Generate instances of geometry you’ve modeled (same tab).
If you go with No. 1 you can then use a material with bump or displacement to create the ropey look. Example: 9052_carpettex.c4d.zip