They were first revealed sheathed. Can you cover their blade(s)?
Though you won't see their actual sprite sheathed, you will see them sheathed while they are boxed in the PC or in your party (the little small sprite).
Sources: Honedge / Doublade
I can't find Doublade but if I do recall correctly, he is sheathed.
I don't think so, but maybe later there might be an event with a sheathed Honedge/Doublade. Hope I helped!