Light blues and greens, colors that go well together and with royal purple - the color of her mane. White, naturally, goes with anything in small doses, so you need not worry there. The type of material you choose definitely will send a message... if you truly want her to feel like a prisoner, go with rougher cottons and wools, whereas if you want her to feel like a queen, go with silks and velvets. Stay consistent, most of all.
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