As everthing downstream of the aircraft connector is 'portable', FAA/EASA (or whatever) certification isn't needed.
I would agree 100% regarding general purpose connectors for connecting up GPS etc kit, but I think the following statement in the POH
The Precise Flight pilot's operating handbook and airplane flight manual supplement stated, "The FAA, under 14 CFR Part 23 Regulations, require the complete Oxygen System (including the breathing stations, flowmeters, cannulas, and masks) be certified as a complete System. The use of other breathing equipment in conjunction with the built-in portion of the System has not been tested, nor is it FAA-Approved."
might make the insurance claim a bit tricky...
I know lots of people do use demand regs with fitted systems, but at 24k you don't get much time if something goes wrong, and this accident doesn't add up.
If he always used that wrong mask, he would have been hypoxic on every such high altitude flight. Maybe this was his first flight at 24k. The NTSB should have investigated the pattern of his previous flights and reported on it; the omission appears sloppy.
If the wrong mask actually worked OK, then maybe something went wrong with the MH equipment but in a manner which did not generate the audio warnings (or he ignored them). That should have been investigated.