Here is what I'm trying to accomplish.
When I set Max distance on AO to a very small value, hair renders quite fast, but then AO is incorrect of course. Is it possible to set two AO shaders one that would take only surrounding geometry for each hair into account excluding surrounding hairs and another one that would do only hair with small max distance? I'm trying to think how to have this as one shader, but can't come up with a clever solution. I can do this a two separate passes with different shaders maybe… Any input would be greatly appreciated.

Not speculating about where it will take you, but theoretically your idea is perfectly possible. Both occlusion() calls and OcclusionVOP support a “scope” variadic argument, which specifies which objects are taken into account:
http://www.sidefx.com/docs/houdini11.1/vex/contexts/shading_contexts#rayopts [sidefx.com]

So you can add two such occlusions in a surface shader (as opposite of using occlusion implemented as a environmental light) with different scopes and ray distances.