Warm and natural comes on big rolls and is like a pad, meshed together. Joanns has it it available by the yard. I like the one that is poly cotton. It is on sale a lot.
You can buy inexpensive blankets or old ones from thrift stores. Flannel is good. Fleece is on sale a lot, walmart has some as cheap as 3 dollars. This can be used as he back or inside. :D