Yeah, all the suggestions sound good, plus, remember, that circulation is generally the cause of coldness outside of inadequate insulation.
The bad thing is, anything from diet, age, back alignment, to possibly, lunar cycle, can affect, and drastically change circulation.
I used to have hot ears all the time and cold feet. My knees still turn purple and go numb sometimes when the weather changes.
Try another bag and see if you feel the same way, if so, I'd see your doctor, chiropractor, or acupuncturist, asap.
P.S. maybe just go to a regular length pad, even though most recommendations say to elevate your knees, it messes some of us up.