you could be cheesy but roleplay it.
You got the Nymph so technically you have her hair and should be able to have the cloak made. So just pickpocket the cloak (from the guy at SorcSoundr) and donate the appropriate amount of gold at a temple.
I got the cloak by pickpocketing in my first game before I knew about the Nymph quest. So when I gave him the hair to have it made I got nothing in return (serves me right - thief
)