Here is some very interesting information. Take note of the evidence that Pterorhynchus (a basal pterosaur) MAY have had plumaceous feathers.
(Keep in mind that these quotes are not talking about actinofibrils).
Plumaceous:"Referring to the portion of a feather vane near the base that lacks hooklets and is loosely bound."
"The hairs were described as stranded or plumaceous and seen as corresponding to Stage II in the evolution of feathers and as indicative that pterosaur hair and dinosaur feathers were homologous."
"The first stage is hypothesized to have originated with the first feather follicle. As above, the dermis would have pushed the epidermis into a collar, with the epidermis sinking around its base. This would have yielded a hollow, tubular structure much like the calamus of modern feathers. Stage II involves the origin of barbs. Derived from the collar, these would have opened up into a simple “tuft” extending from a calamus. Stage III has two stages which the theory cannot distinguish between in terms of temporal origination; either could have occurred first. What Prum labels IIIa involves the helical displacement of the stage II barbs and their fusion to form the rachis on the midline. The fully developed feather would have been pinnate, and superficially quite similar to modern feathers. With the evolution of stage IIIb, stage II barbs would have evolved barbules and ramus. Together, both stages would yield an open pennaceous feather complete with a rachis, ramus, barbs, and barbules. The following stage, stage IV, sees the evolution of distal and proximal barbules, built off IIIb, which would have hooked together and closed the vane. Fully developed, these are essentially modern, but symmetrical, feathers. All subsequent morphologic variety is subsumed under stage V, including asymmetrical flight feathers, and down."
"Some scientists have gone even further and suggested that the downy filaments present in some species of pterosaur are also feathers, and if this is the case, it would place the origin of feathers at or before the primitive split between dinosaurs and pterosaurs (Ornithodira)."
"Proto-feathers have been attributed to two
pterosaurs which are of similar animals (Ji and Yuan,
2002; Wang, et al., 2002). Even more so, the
morphology details seen in Pterorhynchus
demonstrate that the integumentary structures of
pterosaurs are not like hair, but are analogous to
being proto-feathers. Specifically, they resemble
natal down feathers where individual filaments are
seen to spread from a single follicle."