By pure coincidence I have just sold a print of a bunch of kids wearing hats covered in sequins.
Lighting a mass of sequins, all at slightly different angles, is an absolute b***ard.
Although each individual sequin is a very ordinary reflective surface (reflecting light very predictably, as you would expect, according to angle of incidence = angle of reflection), all of them together on hats behave more like a reflective curved surface or object.
As Steven says, "Because they don't lie flat there is no consistency to lighting them... particularly if the costume is worn."
If the sequins themselves are of paramount importance (they were not for me - I was more concerned with lighting the people wearing them - and only very few of the sequins on the hats were brightly reflective in the resultant photograph), you might be best considering them as a single, large, reflective surface of many planes.
That is, don't primarily light the sequins (though you may have to consider lighting the costumes on which the sequins are sown).
Rather, arrange and light whatever the sequins are going to reflect.
Depending on how you and the maker actually want the costume to look this could entail one or more very large white scrims wrapping around the costume (maybe a large sheet behind the camera?), lit to be reflected in all of the sequins. This would work if you wanted all/most of the sequins to be bright.
If, on the other hand, you only want some of the sequins to appear bright, you would need to arrange lights and materials so that only those sequins reflect light directly back to the camera.
If you only use small light sources then some of the sequins will be blown out, whereas most of them will not appear to be particularly lit at all.
If the sequins are coloured, and you want to show this, then you will definitely need to use large, lit surfaces to be reflected in the sequins - and you will need to be very careful not to overlight these surfaces and blow out the sequins in which they reflect.
You need to determine how you want the costume to actually look in your photo.
I suspect that large white lit surfaces, strategically placed, will work better than a number of small light sources - though that's only for the sequins. You're likely to need to think of the whole costume and the sequinned surfaces separately.