About the wigs, remember the first scene in Fiddler on the Roof, where Tevya, the milkman, is explaining some of the orthodox Jewish traditions to the audience? He says, "Why do we wear these things? Well, I'll tell you. I don't know.
But it's tradition, and because of our traditions, we know who we are, and what God expects us to do."
Of course, by the end of the play, many of these traditions have fallen by the wayside. And although God is mentioned a lot, He doesn't exactly make His wishes known.
In addition to the movie Unorthodox, you can stream at least two very interesting Israeli series about orthodox Jews. They are in Hebrew, but have easily read subtitles in English.
One is called Srugim, and is on Prime video. It's a marvelous story about five friends, (three women, two men) and their trials and tribulations (and romantic attachments). They are educated professionals, and are "modern orthodox," live and dress pretty much the same as everybody else who is not Muslim, except that the men wear those little caps and some of the women do get wigs when they get married. And their dresses become very plain and modest. They seem to regard the clothing they wear as a badge of honor. And even within this group, there are variations in observance.
The other is called Shitsel, and is on Netflix. It is about the Hassidic community in Israel, they live and dress as if they were in Europe in about the 18th century, they are very male-dominated, the young people are given few choices in their lives, and I found them similar to a paternal-dominated fundamentalist sect. I have my own problems relating to people with that mind set, whatever their religion, but it's kind of interesting and to me, horrifying that people are still living that way at the present time.
I should add that I am Jewish, though secular, which is probably true of the majority of American Jews. It's more of a tribal identity than a religion, and it only took a generation or two to move away from the wigs and most of those ancient customs, although there are great variations in the level of observance, the same as with Christians.