I'm a redhead and did get teased/picked on about it at school but that was 70's/80's and to be honest I think it was cos that was the main difference I had to other kids so if they were annoyed at me for something else that's what they used to attack me and there's any number of things that kids can do that with that you can't control.
As an adult I've mostly had positive experiences aside from pervy comments about whether "the carpet matches the curtains" from men who would be pervs anyway no doubt, and a couple of women who were very weird in not believing it was my natural colour! Inc a hairdresser! Once she was dealing with it up close she could see it was and was amazed (this comment is generally because it's not a uniform colour, so can in certain lights look like I have highlights which I don't. This is even more the case since I've started turning grey as even the greys aren't all the same shade of grey)
My dd is dark but her best friend throughout school is also a redhead and to be honest the more orangey red which isn't a "fashionable" preferred redness which I'm lucky to have (it's somewhere between a strawberry blonde and a light auburn) I'm more Amy Adams she's a more orangey Karen Gillan.
My point being dds friend and other redhead friends of hers didn't get anything like the crap I did at school.
That may depend on there being more redheads here though (west coast of Scotland)
All you can do is keep bolstering their confidence regarding their hair colour and themselves without necessarily making it a "thing" and IF they do get bullied stamp on it as hard as you can, don't dismiss or minimise it.
My dd had some Dickish comments about her naturally curly hair though as that is no longer the preferred fashion and we had much angst over her spending ages straightening every morning! She's more comfortable with it now but at school it was an issue.
Being a teen in the 80's with curly hair was fine as perms were all the rage, I did have it permed to have tighter more uniform curls at one point but it didn't go right and I didn't bother again
She'll be fine I'm sure
What I WILL say is make sure the schools keep on top of the skin care aspect! I burned horrifically a few times as a kid as this wasn't well known about then, it's better known now but we very fair people even WITH top factor sun block can still burn very quickly and badly in uk sun and it's bloody painful! Plus of course putting us at higher risk for skin cancer.