Don't use scrim, it weighs extra
You can sew through the insulation and the inner lining, or through outer/insulation/inner.
You want to sew all the way around the perimeter, close to the edge, or the insulation will shift and there will be bare spots
I think with Primaloft One, you also need to do quilting every 6 inches by 6 inches - or something like that.
With Apex you don't need to do the quilting.