An archaeologist specialising in the Roman military told me yesterday Manchester University has determined that the Romans did not have a vivid red dye that would take to horsehair, because its round, and that the most likely thing would be the use undied crests and tails.
I'm currently trying to track down some documentation on this, I didn't think to ask at the time, but I thought you'd like to hear about it.
I'll let you know what I find out.
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