This company can make cute things! https://www.facebook.com/vestfriends.us

They do have harnesses you can get you can see them at lucasworks.org but they are not weighted it is just a safety harness.

I have not seen anything like that, but you might be able to buy a compression vest and add a safety restraint to it. "Fun and Function" sells a weighted compression vest (about $60 on Amazon). You can take the weights out if you don't need them.

It might require some sewing to attach a carabiner (or some other such safety anchor). But once you have a secure anchor point, then you could use the vest either with, or without, the tether.