I've seen a reference to this also, but the link leads to a Fusion Yahoo group that has been overrun with porn. I've looked at Female Shorthair Effects and Female Shorthair Trenchcoat, and in Nifscope you can see that they both have "bones" for a cape.

So, does it exist, and if so would someone please send it to lonespaceranger@gmail.com ?

Jimmeny Christmas! I forgot Fusion made that mesh.
I'll send it. I'll send it.