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Superconducting β = 1 quarter-wave geometry of 166.6 MHz has been proposed as main accelerating cavities for the high-energy photon source (HEPS) storage ring. HEPS is a 6-GeV kilometer-scale synchrotron light source promising ultralow emittance currently being constructed in Beijing. A proof-of-principle cavity has been previously in-house developed and vertical-tested achieving excellent cryogenic performances. A helium jacket was subsequently designed adopting a simple structure and an integrated magnetic field shielding. The mechanical properties of the dressed cavity were largely improved focusing on pressure sensitivity, stress, and Lorentz force detuning, while frequency tunability and microphonics were carefully monitored. Elastic buckling and fatigue were also examined. The helium jacket was later fabricated and welded directly with the niobium cavity. Mounted with an input power coupler and tuners, the dressed cavity was finally assembled in a modified cryomodule and tested at both 4.2 and 2.0 K. The favored low-pressure sensitivity and small Lorentz force detuning were confirmed. Microphonics spectrum was scanned and measured, presenting good consistencies with simulation predictions. Finally, the cavity was successfully tuned to the operating frequency of 166.6 MHz at cold and its frequency could be regulated within a ±3-Hz range. This article covers the mechanical aspects in the development and horizontal cryogenic tests of the first dressed 166.6-MHz superconducting cavity. [ABSTRACT FROM AUTHOR]