I doubt anything reasonably referred to as power armor could fit under street clothes.
He might be able to get some really good additional unpowered armor though, something like what we wear.
It doesn't really matter other than it being a good opportunity since he's here right now and hasn't had long to get stubborn about his assumptions yet.As to convincing him - what does it matter right now (and within the next day or so) if he believes this to be a NeverNever realm, rather than the acausally created manifestation of Molly's soul? He'll learn in due time and with additional research.
If we don't we don't, but if we have an opportunity to play with our new toys - for example during the new speech - it might resolve the issue for us.