You could try wearing ladies tights as well. This is very effective in cold climes but a bit impractical unless you incorporate access in the top.

By the way and I don't know if this is helpful - if you have a flame-effect gas fire, (they are rubbish as heaters but not bad as ornaments) the only beneficiaries are the bastard sea gulls that perch around the chimney pot, immune to the carbon monoxide and consuming my thermal energy from the exhaust. What I do is net and stun the warmed seabirds and stuff them into my ladies tights. Better than a hot water bottle any day.

Have a great trip GS and let us all know how you are getting on with the underwear.