In the first game-play of the Iorweths path (spared Stennis) I have received Aedirnian Special Forces' cockade somewhere between returning to the mist after visited king Hennselt and cure of the Saskia. Now in the second game-play of the Iorweths path (judged Stennis to its doom) I have returned from Kedwenian camp, cured Saskia and prepared for breaking the magical mist, but still not received Aedirnian Special Forces' cockade. How or What gives it to me?

I believe you receive it after the siege. It's very late in the chapter, at least, but impossible to miss, since it's part of the main story. Hmm... I think. Your post makes me uncertain. :)

Yes, on completion of "Vergen Besieged".

Strange. I have received it in the first game-play just before Saskia was cured, so it is before Vergen defense. I have checked save and I really have cockade in the inventory while going to say Phillipa that I have already collected are ingredients for cure.

Curious and curiouser... It is possible to find at least the Temerian cockade as random treasure in chests and what not, so maybe the same applies for the Aedirnian, and that's why you received it earlier? Bah! This is why I hate the fact that very few of the quest rewards are actually told to you via the in-game dialogue - most of the time they just appear out of nowhere, without anyone saying anything, once you finish a quest; and the 'received X' text is immediately cancelled out because of the 'Quest Complete' text blocking it. Some items I've received, I haven't noticed I received until many hours later, when I suddenly see it in my inventory.

Yes, you are absolutely right. I'm also missing detailed and more persistent notification about received item and its attributes.

So, I have finished Vergen Besieged for second time and received no Aedirnian Special Forces' cockade.

Then I have no idea what pre-requisite this reward has... :/

I will load previous save and try to find event where cockade was received.