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Hillgrund's Tomb, first big room where you find the Body of Aunt Agna, on the little stone table beside the big Iron Door. Visited, and only obtainable when the quest Ancestral Worship is started, otherwise the Tomb door remains locked.
The description on the cloak reads: "Do you take me for a fool, Ulfrand?" she snapped. "It smells of that Dunmer harlot!"