Maybe if you find a hat that you particularly like, you could say that it has something to do with a friend who died in battle and that you are wearing it in honour of them. With the right trappings, it should be fine. Maybe they could have been dawnish and so just take one of those hats and make it a little bit more simplistic. Apparently it is acceptable for Highguard to wear fur. Maybe look to Wintermark. Some of the clothes hats of the marchers may work if you dress them up correctly.
If you want to have more gravitas then look to the way you hold yourself, look to what you say and how much of it you give. Maybe talk to friends OOC and ask them to sometimes suddenly fall silent when you speak. This silence can be really powerful. It may be a bit inconvenient though.
One of the senior belts at the martial arts I do is very short and yet you can tell she isn’t someone to mess with. I tower above most people and yet I know that she wouldn’t hesitate to fight me if she had to. Look to the way heroes stand in fiction, how bouncers stand.
I think there are two ways of going about it. You can go for the casual way, where you show the world that you don’t care what it throws at you, or you can go for complete and utter discipline, every movement being precise and yet seeming natural.
I’m not sure how much of that you already know but I thought it would be a good idea to put it in, just in case. I hope this helps.