If you mean the Equites Dalmatae as listed in the Notitia Dignitatum, there is little information and it is usually assumed that they were equipped with the same clothing etc as other Late Roman cavalry units. Have a look at 'Late Roman Cavalryman AD 236-565', by Simon MacDowall, or 'Roman Military Clothing (3): AD 400-640' by Raffaele D'Amato and Graham Sumner: they might have some more detailed information - and at least extensive bibliographies!
Thank you!
Yes, Equites Dalmatae is what I meant.
I did find quite a bit of information online and my friend also sent me a link to Notita Dignitatum this morning to look up shields and such.
Dalmatian coast indeed does not look like the most horse-friendly country and that was even more surprising when I started hearing stories of these horsemen who also served in Britain.