The women used to pray the dawn prayer with the Prophet ﷺ, then they would leave wrapped in their cloaks, unrecognizable.
حدثنا عبد الأعلى عن معمر عن الزهري عن عروة بن الزبير
كن النساء يصلين مع النبي ﷺ الغداة ثم يخرجن متلفعات بمروطهن لا يعرفن
Its isnad is sahih. The hadith was narrated by Bukhari 2/54 no. 578 in Fath in "The Times of Prayer," Muslim 1/445 no. 645 in "Mosques," Tirmidhi 1/287 no. 153, who said, hasan sahih, Nasai 1/271 no. 545, Ibn Majah 1/220 no. 669, Abu Dawud 1/115 no. 423, Ibn Khuzayma 1/180 no. 350, and Humaydi 1/92 no. 174.