I believe this is caused by the character’s material being alpha-enabled. Turn transparency off in the material to handle the opaque areas. Then, use another alpha-enabled and transparent (if desired) material only for transparent faces.
UV-maps are sets of coordinates. They do not have alpha. I guess you mean materials/textures.
Anyway, semi-transparency (Alpha) is very inefficient in rendering. Therefore do what SolarLune suggested and enable Alpha where it is necessary ONLY. In your case the hair.
Never use Alpha on opaque or invisible faces. It will slow down your game unnecessarily without any benefit to the viewer. Better use solid or at clip alpha.
The picture looks like you have a problem with the normals. Please check that they are facing outside.