Lesley Ann Warren "likes to dress with a rock 'n' roll feeling, not a 'Dynasty' feeling," her hair stylist, Allen Edwards, says. With that in mind, he tells us, he's just fashioned what he calls a retro, a late-'60s hairdo for her. "It's worn long in back, shorter and close to the head in front, shaggy and chopped all over," Edwards explains. He says that he shaped it to go with the fashions Warren wears for an upcoming magazine article. "One outfit is a black leather jacket by Claude Montana worn with tight jeans and a white T-shirt with padded shoulders. Another is nothing but a red sweater, tights and boots," Edwards says. We'd have to agree. That's not what they're wearing on "Dynasty." Of all the trials and tribulations endured by Beverly Hills retailers, here's one we haven't heard before. Miranda Chiu, who owns the by-appointment-only, Edina & Lena sweater boutique, tells us that her customers "wouldn't be caught dead at a sale." She marks down her prices anyway because everybody loves a bargain, she finds. "But I call my sale my post-Christmas present to my clients. Otherwise nobody would come." We called Bijan, another by-appointment bastion of costly clothing; the owner there does Chiu one better. Bijan tells us that he marks his prices up , not down, at sale time. "At the end of each year some things are not sold," he reports. "Those clothes are back in my showroom the next year, priced at 10% to 15% higher. I've never had a sale." The Great Inaugural Dress Caper, Part II: We promised we'd try--and we did. But Mrs. Reagan is not just a hometown girl who made good. She is, as the White House told us, "the First Lady of the whole country. " And so our request for information on her James Galanos-designed inaugural ball gown was turned down once again. Mrs. Reagan's press secretary, Sheila Tate, told us this week that she'll release the information on Monday (which is obviously too late for today's column). She further explained that Monday was selected specifically "so that the national news weeklies will have the information" in time to go to press. We protest this nonpartisanship. Since the First Lady and the designer are from Los Angeles, we think we ought to get the scoop. And our tongue is only halfway in our cheek. It was heartwarming to learn that the Radio City Music Hall Rockettes (all 36 of them) are dancing their way into fashion. The Rockette active sportswear collection, by Perry Manufacturing, will debut in February at Montgomery Ward stores. It marks the first time in history that the famous chorus-line trademark has been licensed for commercial use.