After seeing the German version from 1969, where most of the women are red-haired as well, I suspect it was in the original source material, Troumnouvelle by Schnitzler. After reading the synopsis of that novella on Wikipedia, it appears that Kubrick was extremely faithful to the book. The only real difference is the updated location and era, and the addition of the character of Victor Ziegler. Plus all the weird occult stuff.