I would caution anyone seeking advice about the "Proper", "Traditional" or "Correct" way or occasion for the Sgain Dubh or Dagger to remember that all this stuff was invented during the romance period. Roughly the 1800's.
It was court wear among the ex-Pat Scots who were dressing to impress each other. It has very little to do with what farmers in the NW of Scotland were actually wearing.

We have no real evidence of what Highlanders or anyone else wearing the Kilt would or would not have worn, or how.

Myth built upon myth is now passed about as fact.

The Military Units of the period were beginning to standardize uniforms during that same time and that is where we get many of the ideas of "Proper". But again, that is a Military Uniform and not what a common man wears.

The best advice anyone can give is pay attention more to the situation and not the "rules".