If the gig description states a clear dress code, make sure you meet these requirements. If not, you have not complied with the regulations. The client would be within their right to send you home and report it as 'gig not completed'. This could also lead to more consequences depending on how many no-shows you've got. Please note that you would not be paid for getting sent home, so any claimed hours would be rejected.
If the dress code is not clearly stated, you would remain entitled to work the gig.