I suspect that your macedwarves have woodcutting/mining, or hunting labor enabled. This would cause erratic behaviour like that.
Those 3 civilian jobs have a 'phantom uniform' that conflicts with armor settings.
Apart from that, I wouldn't know what would cause them to run back and forth.
Your armor set should not cause this behaviour. Only thing it *could* cause, is your dwarves picking up and wearing the breastplate before they wear ringmail, which results in them not putting on a ringmail, but not in doing a erratic back-and forth dance (breastplate can only be worn over ringmail, ringmail cannot be worn over breastplate)
With 'cape', I think you mean cloak?
You can indeed put more than one cloak over your dwarves' armor, without any troubles.
All my dwarves wear gauntlets, highboots, greaves, helmet, chainmail, breastplate, shield and 2 cloaks.
If none of your afflicted dwarves have aforementioned civilian jobs enabled, then I don't know what would cause your behaviour.
I'd have to make a guess and tell you to try and changing their armor settings to 'replace clothing' instead of 'over clothing'. But I've never heard of that causing trouble like this.
EDIT: Jarinarenos might be on to something though. There are certain pieces of clothing that are 'shaped', as well as certain pieces of armor.
'Shaped' items cannot be worn over each other.
Find out all about armor at:
http://df.magmawiki.com/index.php/Armor