The man, who goes by the name 'Bishop' is a practitioner of a Native American religion, in which each person has a wild animal totem. His is a fox--hence, the hat he wears wherever he goes.
Yes, some Native religions have a practice vaguely like this, but as far as I know, it doesn't require wearing anything. It's even less likely that a Native religion would require wearing a children's plaything, or whatever "Bishop" has on.
Offhand, I'd guess that this guy doesn't wear his fox hat everywhere. That he isn't a member of a tribe and can't name the tribe whose religion he supposedly practices. That he got the idea from Johnny Depp's crowhead, or something equally silly, and copied it. In short, that his beliefs are insincere.
For more on the subject, see Rowling's Magic in North America.