Well, it seems it's done with the GRA Katana by making a separate Backpack node, with a NiStringExtraData that makes it bind to the pelvis bone. Thus, both the blade itself and its scabbard are in the same nif; no armor addon, no separate apparel item. Some positioning tweeks would have to be done to get it positioned right, but one could use the GRA Katana nif as a guide.