I have an ancient all wool military sleeping bag that is relatively light and compact but very warm, especially is a good ground cover is used.
If you look at pics from WWII, the germans and russians all wore great coats for winter fighting. they were thick wool and at night they just pulled their legs in the coat and slept.
Some of that type wool clothing is on surplus sites. I have a pair of german wool issued trousers for the last 35 years-the seams fianlly are giving out, but the wool is fine.
I wore wool all last weekend, teens at night and 50's during the day. Lots of walking to different canyons with then hours spent glassing from windswept crests. Seems like you either like wool, or you have not tried it seriously enough!