@fylkirpanzer I'm trying it out with the valkyrie set, I tired entering the region from another region with the cloak on, still nothing. There's no dialogue option with Gunnar to remove the hood when I talked to him at my settlement. I'm playing on PS4.
Whenever I'm in Glowecestrescire, the Mari Lwyd hood overrides my current hood. When I leave the region, it reverts to normal when I activate my hood. I basically can't visit Glowecestrescire without being forced to wear the dumb horse skull.