The 'Green Caps' that gave the WAFF their nickname are described as Kilmarnocks in one book I have, whereas the Osprey calls them 'Kilmarnocks' with inverted commas (implying they aren't really that kind of hat). The illustration depicts not a Kilmarnock but rather a green knitted bobble hat.
The Brigade Games Nigerian figures wear bobble hats but I haven't been able to find a picture of any WAFF troops wearing them.
Here's what I've got:

Gold Coast Regt. wearing those crazy straw hats of theirs, with what could be a Kilmarnock underneath.

Nigerians in what appear to be floppy canvas sun hats.


Nigerians in something that I suppose you could describe as a Kilmarnock, if you were feeling charitable.

And Nigerians in a mixture of the two.
But no woolly bobble hats (No sign of the woolly jumpers given them by Osprey and Brigade, either, but that's by the by).
Any idea if there they actually wore those hats that the Brigade figures have? Anybody have any pictures?