Thanks for sharing your dream! It sounds like God is strengthening you ability to discern and see what others can’t.
The wig probably symbolizes wisdom, but it was “fake wisdom” and the pastor wasn’t able to carry it well because they were not “big” enough. This most likely represents a false maturity. Also, the gypsy woman is basically hinting towards the same issue — not fully who they’re claiming to be. One of the Oxford English Dictionary definitions of Gypsy is, ‘term for a woman, as being cunning, deceitful, fickle, or the like..”
I’m not sure why they kept asking if you’re are there. What emotion were you feeling when they asked?
Taking a guess, could they have been annoyed that you were there and could see right through them? People that aren’t being themselves dislike people that see clearly.
I hope this helps.