In fact, the origin of such plaiting can be explained without having recourse to any of these beings. It is caused by a disorder called Polish plait. This disorder (Latin Plica polonica) is caused by damage to the outer cuticles of the air, allowing the cortices of the strands to intertwine.
Why was it called Polish plait? The Germans thought for some reason it was associated with the River Vistula in Poland and so called it Weichselzopf (Vistula plait). However, it later became clear it was not necessarily of Polish origin. In English hair plaited in this way is called "elflocks" showing how it was supposedly connected with otherworldly beings.