I figured it out!

Hey Kaye, you know how we were talking about the loud, colorful shirts and jackets the Bushwacker guys wore in Ride with the Devil? And how Jon seemed to make his out of a couch, curtains, or his mother's rug? I think I know what Skeet made the red stripey number that he wore out of. A CIRCUS TENT! XD

"Cave, you go lie on the floor and stay still! I'll stand over here by these clowns! The Union will never see us!"