What should I do, given that I have been ordered not to wear a head covering, while my hijab consists of a cap with a scarf around the neck?

The hijab (definition) is a religious obligation, and one must be patient in adhering to it, even if it leads to abandoning studies. For whoever gives up something for the sake of Allah, Allah will compensate him with something better. This is a trial by which the believer is proven. Paradise is precious, and its path is full of obstacles. Allah Almighty says: (Or do you think that you will enter Paradise while Allah has not yet made evident those of you who fought in His cause and made evident those who were patient?) [Quran 3:142]. It is advisable to be patient and not abandon the hijab, and to try to continue studying as long as it does not necessitate a religious prohibition, while seeking Allah's help and supplicating humbly during times when prayers are answered, and frequently repeating "Hasbunallah wa Ni'mal Wakeel" (Allah is sufficient for us, and [He is] the best Disposer of affairs). There are also prophetic supplications for such situations, including: "La ilaha illa Allahu al-Adheem al-Haleem" (There is no god but Allah, the Most Great, the Most Forbearing), and "Allahumma rahmataka arju fala takilni ila nafsi tarfata aynin" (O Allah, it is Your mercy I hope for, so do not entrust me to myself for the blink of an eye), and "La ilaha illa anta subhanaka inni kuntu min al-dhalimeen" (There is no god but You; exalted are You. Indeed, I have been of the wrongdoers).