Sorry just read your last post again - he's a M&M breed so you can choose whether you turn him out as a M&M or as a SHP, i.e. unplaited or plaited.
If you're doing WHP it's probably best to plait, unless you can find a M&M WHP class, but these are more common at affiliated shows than local ones.
Style and appearance again you're probably best to plait as it'll be partly judged on turnout so looks like you've made more of an effort.
But being a Welsh B you can also show him as a M&M and a M&M WHP, and he'd need to be unplaited for those classes.
Whichever of those two types you choose to turn him out as, the jockey wears tweed.
Maybe the lady who said your DD should be in navy thought he was a show pony (in which case navy jacket and blimey browband are correct) or maybe she doesn't know what she's on about 
Hope that helps, it sounds far more complicated than it is when you try to explain in writing!
Have a look at the BSPS website, that should help with regard to dress and turnout too.