The Sgian Achlais is an armpit knife and it is not unusual for the sheath to have a small clip attached to it so that it can be slid on to a waistcoat armhole. Something like a modern clip from a mobile phone holder for the waist area. It was never meant to be a knife that was "on show" but used as a weapon of last resort. I have heard of other methods of the sheath being a type of a over the shoulder holster. I think all the methods require that some form of jacket is worn