Covered or hidden, either with an actual cloak/garment or metaphorically by secrecy or darkness.
From Old French 'cloque' (bell shape), originally referring to a bell-shaped garment. The meaning expanded to mean any concealing garment, then metaphorically to mean hidden or disguised.
The phrase 'cloaked in mystery' is so common that we forget 'cloak' comes from the actual bell-shaped robes monks wore—making something literally enveloped in fabric has become our way of describing anything hidden.
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