This 2 piece outfit was worn in the second part of the 2 part pilot.
The first piece is a waist coat with a bloody cut in the side from when Flynn is stabbed my Excalibur. The costume tag states it is from scenes 91 onwards. There are no brand tags or other tags in the coat which leads me to believe it was likely custom made.
The second piece of the outfit are the brown Levi Jeans he wears with the waist coat.