Where did LE get his Cario Overcoat? I don't think it's ever shown anywhere, or did I miss something?
It’s never explicitly been stated, with the way it holds the same shine as his Immortality Power, its ties to Time and the way it works as LE’s device to travel through time, you could say it’s just his Time associated item, like Dave’s Time Tables and Aradia’s Music Boxes. The first instance we see it in Caliborn’s Timeline, it’s literally just the coat he draws his OC with, so it’s possible Stitch actually made it from scratch for him based on the design.
However, a popular theory is that Vriska’s Pirate Coat was a component in alchemizing it, since we see Kurloz take it for absolutely no discernible reason around here: