The end of the mystery! I was almost thinking that some bored entomologist "built" this wasp but today I received an email from Marek Borowiec:
"The wasp is surely a male of some species of the genus Synagris (most probably S. cornuta), found in Africa. There is even a small website about the genus: www.ucalgary.ca/~longair/synagris.html ."
Synagris wasps include some of the most spectacular examples of exaggerated secondary sexual "weapons" known.
I found this strange wasp in the Hymenoptera collection of a museum. I have never seen a wasp with similar head appendages and I am not even sure what these hooks are (mandibles ?). There was no location label on the pin. The only label there was looks like this. I took another picture of the head - see it here.