Returning with McCaffery's hat, I don't get any recognition that I have the thing. Nothing in the conversation tree. I tried wearing the hat in front of her (of course I can't drop it at her feet.)

Route: I got $ from Santiago and then decided not to waste time hunting the others. Lied that I had collected from all. Got the McCaffery quest. Then negotiated with McCaffery to get the hat (and 56 caps from the 2000 he stole. Ah, Vegas!)