Hi Dean
As David has said "..what a little treasure.." a superb badge and an excellent "find".
However, as far as the metal sphinx attachment is concerned, it looks like this was an unofficial fixture...tho' personally I would not remove it as it is by no means "out of place" and in all probability was a regimental prerogative.
Attached, please find the appropriate pages from the 1857 and 1861 "Dress Regs". Regards Jeff
Dress Regs 1857 extract.jpg Dress Regs 1861 exracts.jpg