Capitalization of groups and communities is open to different approaches. However once you have decided Kandi Kids is a proper noun, you should also capitalize all words referring to it - " The Kandi Kid community". This is just like the difference between democrat and Democrat.
A girl who is part of this should be a Kandi girl, implying that she is a girl (common noun) who is a member of the Kandi (proper noun) communit. However if you have decided that Kandi Girls is also the name of a specific community it is Kandi Girl, implying that she is a member of the Kandi Girl community.