That head gear may have been Starfleet issued. It did match his uniform all the time. Red to match his shoulders in cadet uniform, and gray to match the shoulders in his officer's uniform.
While possible, doubtful. He was the first Ferengi officer. But it is very likely that this uniform addition would have been approved behind the scenes... would have been nice to have had some clarification!
There was an episode of TNG where Picard told Worf to adjust his baldric.
I did always appreciate seeing alternative uniforms, myself. It does get boring seeing every officer wear the same old thing in every episode, when in real-life militaries you spend most of your time in a service uniform, of which there are several types, and have Class A and other dress uniforms for ceremonial functions. I liked seeing the dress uniforms they would wear when meeting dignitaries or when attending a gala. It would have been nice to see a standard active duty uniform, camouflage-like utilities, that the officers would wear when doing their normal jobs, especially since it could get dirty (like scrubbing the EPS conduits or whatever).