According to lore, this story takes place in 800 B.C. What are the cigar tubes chained to the king's tunic? In their own little pockets? Ceremonial seals to roll upon various documents?

It's a cherkessa, the traditional uniform coat of the Caucasian cossacks. The basic chokha was worn in Georgia (the republic, not the state) since the 9th century and spread across the Caucasus region since the 17th; I think the ceremonial cartridge loops were added only in the 19th century. So not really period- or region-correct, but then McKellen has played Richard III. set in the 1930s.

They are apparently pockets for "gazyr," which were holders for paper gunpowder charges and bullets, originally functional and eventually an ornamental part of a cossack uniform.

https://en.wikipedia.org/wiki/Gazyr

Obviously waaaaay later than anything BC.

Great pic of Baron Pyotr Nikolayevich Wrangel! Thanks for the link! And the info.