In the TV series the Gentleman with the Thistledown Hair is depicted as wearing vaguely contemporary clothes and having contemporary mannerisms. I am not an expert on this, but I feel as if his style is slightly out of date (for instance I think his pants are a few decades old, and his shoes are perhaps half a century or more out of fashion). At any rate, he claims at one point to have been taught a dance from Hell 4000 years ago, so I think it's safe to say he's not completely oblivious to English fashion.
Is he supposed to be basically contemporary? Is his portrayal meant to suggest a slightly lagging fashion sense, as might be expected from a being that lives on a far longer time scale? Is this some kind of magic auto-fashion (ie. there is no dress or speech per se, but magic makes a human see whatever it is they are used to)? Does this also apply to his speech?
In short, does the Gentleman fastidiously keep up with the latest human fashions in speech, manners and clothing? Does he keep up, but is perceptibly bad at it? Does he not care, and the appearance of being fashionable is just a coincidence or illusion?