Yoshimax, I feel your frustration. As I wrote in my post here, my Abby messes in her crate. She does sometimes mess on her blanket.
Neither one of my other ones ever did that. It just makes me crazy. You are right. It is said that a dog won't mess where they sleep. Well........this one does sometimes.
I got her when she was 3 months old and she was not trained at all!!!
I wish I had the answer. Sorry, I'm of no help. Just share the same experience.