How about PJS, these are awesome.. and Lindas things are just beautiful..
these would keep them really warm and they can also do thier duties in them
Minky Jammies dog clothes
not to easy to get out of , I have a pair of 4 legged PJs they are great.
Amazon.com: Fashion Pet Long John Thermal Medium... Blue Large Dog PJs 25BLG Dog Products - GregRobert
There is also a member here that makes these in fleece