2 questions: will it be really crowded on Mt Huangshan Sept 30- oct 1? And how much does it cost to rent a coat?

It will not be so crowded during that time.
The cost for renting a coat is around 20 to 50RMB per coat. If you live in a good hotel and the hotel may provide the coat.

I don't think the real big crowd will start until 1 Oct which is the first day of 7-day National Holiday. It will be good idea for you to stay at the mountain top on 30 Sep because the service-provider at the mountain will be fully prepared welcoming all the visitors at that time and you will enjoy it first just before the coming of the crowd.