To go with JJM's concept on mixing headgear, there was a character in the movie "Quigley Down Under" who wore a balmoral instead of the expected cowboy hat. It worked for the character.
You see a similar combination with the numerous Scottish fur trappers and traders in the early 19th century that worked for the HBC, the Northwest Company, etc.

I wear my bonnet with my "mufti" (no kilt) during the winter for the very practical reason that the bonnet is a warm piece of headgear.

T.