...in carriages or on richly caparisoned palfreys or riding in litters.Assassin's Apprentice by Robin Hobb
First caparisoned. This shares it etymological origin with cape, not Capricorn. A caparison is a cape to cover a horse, often ornate. Interestingly, this term originally applied to the dress of war horses, but in the case above, the horse is palfrey.
So palfrey. A palfrey is definitely not a war horse. Palfrey has strayed from its etymological origins which included the para- root. Para means beside, but is so non-specific that it appears in many words and contexts, including parallel parable, paranoid, paranormal, paragraph, paraphase, etc.
In this case, analogous to paranormal and paraphrase, the palfrey is a para-war horse or simply not a war horse. During the time of chivalry the palfrey was a smaller, woman's horse.
So in our quote the ornate cape for a war horse has been downsized and upgraded to a fancy dressing for the horse the lady ride upon.
If she doesn't ride on her palfrey, she is conveyed in a litter. Litter derives directly from bed. Without much linguistic gymnastics, the litter is a covered bed that is carried. Other variation of litter are more metaphorical and removed for the etymological root.
The bed for animals might be straw. So this straw became litter. The straw needed to be spread about, so the verb for that action became littering. Over time littering littering became spread stuff about, from trash by the road to kittens in the barn. One more metaphorical jump let the kittens become a litter. So we have the farmer littering litter in the barn to provide a comfortable place for the cat to litter her litter.