Upvote:10
The short answer to this question is that there is indeed a plausible connection.
B.M. Kingsley (PhD) in 1981 already pointed to this connection as seen in the following abstract:
The so-called Macedonian kausia was originally identical with a cap often called a chitrali still worn today by men in Afghanistan, Pakistan and, above all, in Nuristan. No kausia is mentioned in Greek literature before 325/24 B. C. No depiction of the cap can be securely dated earlier than that time. The kausia came to the Mediterranean as a campaign hat worn by Alexander and veterans of his campaigns in India. Descendants of the people from whom the cap was taken may well survive in Asia today.
The author observed the hat of this specific type "chitrali" (Also known as Pakol) in Pakistan, Afghanistan and in the Nuristan province in the eastern of Afghanistan. It was noted as quite identical to the Kausia.
From Kingsley, Bonnie M. “The Cap That Survived Alexander.” American Journal of Archaeology, vol. 85, no. 1, 1981, pp. 39–46. JSTOR, JSTOR, www.jstor.org/stable/504964.
The author repeats the Indian origin of the Kausia in a later article which was published after death.
See Kingsley, Bonnie. “Alexander's ‘Kausia’ and Macedonian Tradition.” Classical Antiquity, vol. 10, no. 1, 1991, pp. 59–76. JSTOR, JSTOR, www.jstor.org/stable/25010941.
As conclusion: The connection is plausible, but it cannot be said with certainty.