Finally found it! The following passage is from page 632, volume IV of the volume CORRESPONDENCE CONCERNING CLAIMS AGAINST GREAT BRITAIN, TRANSMITTED TO THE SENATE OF THE UNITED STATES IN ANSWER TO THE RESOLUTIONS OF DECEMBER 4 AND 10, 1867, AND OF MAY 27, 1868, published by the Government Printing Office, Washington, which is the testimony of CSS ALABAMA and CSS SHENANDOAH sailor Henry Alcott:

"We all went on board in private clothes - the uniforms were in the trunks on board the LAUREL. They had been made in London and Paris. They were conveyed in boxes from the LAUREL to the SEA KING."

Not much to go on, but at least it is a start.