To have a sick alf is to have a messed up hair style.
The use of the word "sick" is used sarcastically to mean shocking or shit.
The word sick is used normally by people to imply Insane, Cool, or Crazy
See sick
The alf part of the comment is unknown of its meaning.
It probably originates from Alf the hairy puppet.
See alf
James : "Nick, you have a sick alf."
Nick : "I know, I need to straighten it"
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