I would also suggest the cotton plus wool. This is a common combination used by many show quilters. The sandwich would be: top, wool batt, cotton batt, backing. Wool is warmer than cotton, but lightweight and the wool/cotton combo would be easier to quilt thru and manhandle than a double cotton layer.
Another idea would be to use the newest warm company batting, Warm and Plush. It's about 1 & 1/2 the thickness of W&N, no scrim. I just used it on a quilt and liked it very much. You need to quilt 6" apart.