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In Chapter One, Ulmo gives Tuor his cloak, which is described as being grey, a cloak of shadows. Ulmo warns Tuor to wear the cloak and not take it off until he reaches Gondolin. The cloak doesn't seem to make Tuor and Voronwe disappear completely, but rather to heavily disguise them, especially in the dark, in order to help them escape detection by the Orcs and other servants of Morgoth.

Source(s)

Unfinished Tales: The Lost Lore of Middle-earth