Musannaf Ibn Abi Shayba 16:523

Abu Bakr narrated to us, he said: Waki’ narrated to us, from Hisham ibn ‘Urwah, from a man from the descendants of al-Zubayr who is called ‘Abbad ibn Hamzah, that al-Zubayr ibn al-‘Awwam had a yellow turban on, having wrapped it around his head. Then the angels descended, and upon them were yellow turbans.