I remember learning in kvuda bas melech that minhag hamakom only works to up a standard, not lower it. And of course it can’t compromise halacha.
So if I visit anywhere and my Rabbonim hold its best to wear a sheitel, I keep the sheitel.
But if I know that the wedding im attending in willi the people there only wear black id probably have to wear black but not sure if that’s a Tznius thing or a minhag hamakom thing or both.
If I go to a bungalow colony where people wear flip-flops I can’t do that because it lowers my standards.
And the meah shearim lady would not be able to take off her shawl if that is considered a higher standard is tznius.