(I hope I'm wrong, but):
You could probably get into a load of difficulties (sh*t?) if you use an unauthorised holster. Somebody will bitch about it.
I carried a 'survival knife' and I managed to persuade flying clothing to add 4 rivets to my flying suit to allow me to attach it (I still had the dinghy knife [and I kept the old pattern - the new one was, IMO, as much use in a survival situation as 4 sets of tits on a bull] but a certain Victor GSU jobsworth complained that my knife was 'an unauthorised modification to flying clothing'.
Yeah, right! An 'unauthorised mod' - 4 tiny holes surrounded by brass rivets ... I got a razor-sharp knife with a 7" blade and a serrated back. - You could cut firewood, skin animals and generally look after yourself with it.
We agreed a compromise. The 4 rivets were fitted inside the left leg pocket (I'm left-handed) GSU couldn't see the knife and I carried it.
Some of us are pretty stupid. Others try to be that way. If you carry an unauthorised holster, you are likely to attract the latter.