Been there, done that! I don't get as cold as some, but I have had some miserable nights with insufficient sleeping bag and/or sleeping pad.
First, the EN13537 ratings that Eric mentioned. Here's another explanation (it's a complex subject):
Note that the "comfort" rating (ostensibly for the "average" woman) is 9-10*F higher than the "lower limit" (ostensibly for the "average" man). For me this seems about right--when I had a 32*F rated unisex bag (Marmot Hydrogen), I started getting cold at 40*F. You may sleep colder yet, in which case you might want even more differential in your sleeping bag--maybe 5* to 10* more than the "comfort" rating or 15*-29* more than the "lower limit" for men. A lot of US retailers don't understand these ratings and use the "survival" rating, which is the temp at which you may or may not be dead of hypothermia in the morning. I don't know why they even have that one! For us cold sleepers, the idea of having a less warm sleeping bag supplemented with clothing isn't going to work--more like we need the insulating clothing to supplement a 20*F bag at 35*F! In any case, the extra down carried in a warmer sleeping bag will weigh less than more warm clothing. Check the manufacturers' websites for those EN ratings. For some companies (such as Western Mountaineering) you'll have to check a UK website. If the company doesn't sell their bags in the EU, they may not do EN13537 testing--it is expensive! If the bags are high-end ($$$) and the company has a good reputation, assume their rating is the "lower limit" and add 10*F--for you, probably 15* to 20*F.
Second, the pad has been mentioned. The EN13537 ratings for a 20*F bag assume that the sleeper is wearing a base layer, a knit hat and is sleeping on a pad with an R value of 5, which is warmer than most sleeping pads. If you use an insulated air pad and (like me) like it nice and squishy, its R value will be lower than if the pad is pumped up fairly full. You very possibly will want a separate closed cell foam pad on top of the insulated air pad--more than 1/8 inch thick. Look on the manufacturers' websites for the "R" values. I won't recount my 18*F night on a standard NeoAir (plus inadequate 1/8" CCF pad) except to say that I was cozy warm on top and shivering violently underneath! In other words, my sleeping bag was fine but the pad was not!
Third, get some exercise at bedtime to rev up your internal thermostat. If you've been sitting around, you're already cold, your metabolic rate has dropped and your body can't put out the heat to warm up that sleeping bag. Do some jumping jacks, situps, a brisk walk (be careful in the dark, though) or jogging in place for 10 minutes and then crawl into your sleeping bag right away. You need that extra boost to warm up the bag--once it's warm you should be OK.
Warm hat or, preferably, balaclava, gloves, warm socks or down booties on your feet--all help you stay warm. Resist the temptation to curl up down in the sleeping bag so you exhale into it--that will wet out your down in a hurry. With a draft collar in your sleeping bag, you can pull it tight around your neck while leaving enough opening in the hood for breathing. If I buy another bag (highly unlikely), I will never get one without a draft collar!
IMHO, the pee bottle is fine for guys but not helpful for us gals. Maybe a coffee can, but be sure it's right side up! (That's an ancient joke.) I just grit my teeth and go outside (at my age, that's several times per night). If it's a starry night, it's well worth it! A few situps before going back to sleep help. If you haven't stayed outside too long, (which you won't unless there's a meteor shower on). there will still be some warmth left in your sleeping bag when you come back.
The one problem with the hot water bottle is that by the middle of the night it isn't doing much warming (it will be body temperature). If you need a reheat in the middle of the night, you probably need more insulation on you. That's because you should stay warm once you've warmed up the bag.
Watch those continuous baffles--if you don't fluff things up periodically, the down is apt to migrate and leave cold spots. I personally would rather not have the continuous baffles, but most bags that don't have them are made with more down on top than on the bottom. That won't work for folks like me who sleep on their sides, turn over a lot and take the bag along when turning over--I need my down equal on all sides. This winter I plan to send my Western Mountaineering bag back to the manufacturer for a couple ounces of overfill. That will not only make it warmer but help keep the down from migrating. I check the bag before each trip and maybe every 3 days during the trip; the down doesn't move around that easily.
Menopause doesn't really help--for me, the hot flashes were followed by cold spells, just a general acting up of the body's thermostat. And they lasted for only about 4-5 years.