The pirate with the red longcoat (the same red like the longcoat of the "Saint-Nicolaus"-exclusive for Germany/Belgium/Netherlands, except for the prints on the coat) was indeed included in the "special edition" of a Playmobil Pirates-DVD. The name of the DVD is "Das Geheimnis der Pirateninsel" (english: the secret of the pirates' island) This "special edition"-dvd was only available in Germany. I bought a few on ebay a year ago or so...
If you want one, I'd search on the internet or on ebay-Germany.
Below a pic from the pirate and from the DVD-box with the pirate included.
The pirate is a "fat" klicky and comes only with this DVD. Even without the coat he can't be found in any other set.
Important: there is also a version of this DVD without the pirate, only the collector's/special -edition comes with the pirate-klicky.
Now the actual pirates-range is being discontinued, it's likely (I hope so at least) that new pirates sets will be released in 2011 (Germany). Perhaps then a pirate with such a longcoat will be included in one of the new sets.