Well, that Lucy info must not be the end all as I found some patch notes that indicate that it was in before the Lucy entry.
Patch notes for May 8th, 2002
Quests
-Adjustments have been made to the 8th Coldain Prayer Shawl quest.
Patch notes for September 4th, 2002
Items
-Blessed Coldain Prayer Shawl has been given a minor upgrade.
Patch notes taken from
http://www.tski.co.jp/baldio/patch/19992002.php
Seeing as how there were adjustments made to the quest on may 8th 2002 (nearly half a year after Luclin release) leads me to think that this was a luclin item.
Edit: So anyway, I am just commenting on this stuff because I am bored at work. but seriously does this even matter? None of the Coldain stuff is up until Velious right? We aren't even close to Kunark being opened.