Get hold of a clip like this
Get a long chain like this
Get single feathers. Same color or different.
Now cut the chain into various lengths. I've got 5 different lengths. Then attach all the feathers to the chains using jump rings.
Then put all the chains in one jump ring and attach it to the hair clip.
A better view of how to attach the feathers to the chains using jump rings .
This is another variant using a chord and beads
Cord attached to the clip using a jump ring. And feathers are tied to the cord using thread and the knot is covered with a silver bead.
Tie feathers at a distance and slip in the bead onto the cord to hide the knot.
This is the end of the cord. The cord is made out of multiple thick threads. You can use a simple cord as well.