Well first of all there's this..
When Jenna first moves to rosewood she wears a lady gaga costume and its red and it has a hood plus she's wearing a bleach blonde wig so this could be foreshadowing.
Plus, Jenna has been MIA for all of 3B which is when all of the liars saw red coat.
And there's this.
Also the night Emily got drunk and someone set her up for digging up Ali's grave, Emily remembered that Jenna took her for a ride in her car and this is what drunk Emily saw:
Yes that's jenna taking off a blonde wig wearing black gloves and a red coat
they gave it to us but we forgot about it
And I've already posted this but the -A lair has a blonde wig
at us not noticing all of this when Emily had that flashback about Jenna.