Karsten Skjold Petersen mentioned that in the book:
Den Danske Hærs Uniformer i 1700-tallet (2005). The actual quote is "I kamp bar rytteren køllerten i stedet for kjolen" (= in battle the trooper wore the buff coat instead of the [cloth-] coat)
The information can also be found in the above mentioned PDF by Schorr/Snorrason, but now when I checked it I realised that the text is not as unambiguous as in Petersen's book:
The Tøjhus Accounts show that leather buff coats had colored cuffs, which were probably smaller than the cuffs on the uniform coat. In 1704 leather buff coats are mentioned with red plush cuffs and lace on the arms. The same is described in general in the papers from Ledreborg Estate in 1707. Particularly in the beginning of the 1700-1721 war, all were furnished with the so-called “buff coat”, a long overcoat of heavy elkskin. These were often furnished with long arms; but as a result of wear and tear or as a means of saving money, one can also find buff coats without arms.
On the battlefields where the Danish cavalry fought under Marlborough, the Danish buff coats were coveted booty items, since they offered excellent protection against sword cuts and shot. If the cavalryman wore a buff coat, the regular coat was not worn and the cuirass was worn over the buff coat.