I second Ronhill. I have a fleece headband from them that’s super warm. It’s two layers of fleece and it keeps my ears pretty warm. I have other, cheaper fleece headbands and my ears still get cold in them.
I also have this fleece cap with a ponytail hole. This is my first winter with it. So far I like it, but I find sometimes my ear lobes are still a little cold. Overall I would recommend it, though! Trailheads is a good brand.
I have a headband with a hole for my ponytail but I find it’s kinda pointless since I can just adjust my ponytail to go over it anyway.