The women used to pray the dawn prayer with the Messenger of Allah ﷺ wrapped in their cloaks, then return home, and no one could recognize them because of the darkness before daybreak.
أخبرنا إسحق بن إبراهيم قال حدثنا سفيان عن الزهري عن عروة
كن النساء يصلين مع رسول الله ﷺ الصبح متلفعات بمروطهن فيرجعن فما يعرفهن أحد من الغلس
Reported by Muslim, Mosques, chapter "The Preference for Praying Fajr Early in Its First Time," etc., hadith no. 645/230, from the hadith of Sufyan bin Uyayna, and by Bukhari, Prayer, chapter "In How Many Garments a Woman May Pray," hadith no. 372, from the hadith of Zuhri, through him, and it is also in Al-Kubra, hadith no. 1527.