The following is a sicha of the Freidekier Rebbe (Tof Shin Daled – Parshas Nosso) where he mentions that the Rebbe Reshab wore His Shabbos/Yom Tov hat (shtreimel) only in Lubavitch and only on special occasions “when we need the Light of Lubavitch” out of Lubavitch.
The Friediker Rebbe said, that one such time, that the Rebbe wore the special shtremel out of Lubavitch was when the Rebbe Reshab was Mesader Kedushin by our great grandfather Levi & Ruchma Lagovier in Moscow in Tof Raish Nun Zayin.
Also attached is the Ksav Yad from the Rebbe where he made notes on the Friediker Rebbes sicha and added in Levi Lagovier. Underlined in red.
Click here Levik Lagovier Rebbe csav yad for a PDF version which you can enlarge and is clearer.