This isn't what I'd call concrete evidence, but it's interesting. The Pittsburgh Penguins have launched a new web site with the groundbreaking of their new arena. It includes artist renderings of what the interiors and exteriors will look like.
A couple of those photos show the arena shop where jerseys are visible. The following image shows the exterior of the shop with a powder blue jersey (the alleged new third) visible on a mannequin in the window. Are the artists telling us something?
However, one reader pointed out to me that in an image showing the interior of the store, you can see a white version of the Winter Classic sweater.
My assumption is that it's a vintage jersey available for sale but not meant for use in games — like the pink one you see above it.
It's not like the Penguins have been hush-hush about the idea of a Winter Classic-style third jersey for this season. It'll almost certainly happen.