It’s hard to answer without knowing where your son goes to Yeshiva.
15 year olds hate being different. Is he your oldest? If you really have no idea what’s done in his yeshiva, ask some of your friends whose boys have been through Purim there. Unless he runs the risk of being the only one (nebbach) with or without a costume, let him do whatever he wants. If he’s a normal 15 year old, he will IY”H provide you with many opportunities to go to war and forbid him to do this that and the other in the next few years. Save your battles for something more critical.