Hog,
I have the apex pro also, sounds like you go on alot of long hikes where you need more than one set of batteries. personally when I need more than a set of batteries I keep them in a plastic case which you can pick up at walmart or any photo store for a couple bucks, I presume that the batteries would be on the outside of the headband (like a film holster on a camera strap), and regardless of which strap you attached the batteries to I would think that there would be a pressure spot which after time could become uncomfortable, and if you do happen to find one or even manufacture one (or several) I would buy one, because aftermarket straps are impossible to find, and one with a place to hold your batteries, great idea! IM me if you find anything.
good luck
jbieszke