Okay guys, I'm stumped:
I have tried everything I could to reproduce the problem (and I have observed it on a couple of occasions) but after I re-uploaded my skin to the Minecraft servers (for testing this alleged bug) everything works fine.
In fact the replay view and rendered replays I created, both with and without opti-fine (during recording that is, not during replay), correctly shows me wearing the outer layers, removing them and putting them back on. All I can speculate right now is that there must have somehow been a malformed skin (e.g. with white instead of transparent background) uploaded to the minecraft servers.
Not to worry though, I think I might already have found another intermittent problem to report, but more on that after I have verified it this time.
As far as I know, all information about the player's skin visibility is being sent to the client from the server. Therefore, it should be saved in the Replay properly.
Can't wait for your next bug report
kappa