Well you might have to fight that one yourself, which I would imagine could be difficult given that:
a) you didn't have dreadlocks prior to maternity leave.
b) the ban on dreadlocks applies to all races equally.
I could be wrong but I don't believe dreadlocks are a religious or cultural requirement of any race or religion. If that is so then they are merely a personal style choice of yours and your employer has every right to dictate which styles are acceptable in the workplace.