Ames,
1) 99.999% of the halacha of tznius is minhag.
2) Your rav might have meant that since the minhag of the community is to wear stockings, according to tzniyus, it is now the halacha within your community to wear stockings.
Ames,
1) 99.999% of the halacha of tznius is minhag.
2) Your rav might have meant that since the minhag of the community is to wear stockings, according to tzniyus, it is now the halacha within your community to wear stockings.