Chaos Headband is a headband you get from "This Threefold World", a side tale (Norio's tales, part 9 of 9). There is nothing to search for: play the tale and it arrives with the rewards.
Play "This Threefold World" through to the end. It is part of the tale's reward.
Tale headbands cannot be bought, so this is the only way to add it to your collection.