Yes, I have been mildly claustrophobic in my Hennessy. I think a lot of it was all the layers I used to wear to keep warm. I finally got the KAQ fitted correctly, and have learned that for me the limitation of the KAQ temp wise was about 28. YMMV (and it probrably will). I won a JRB Stealth quilt at the Mt Rogers campout (thanks JRB and Blackbishop!) and I use it to supplement, as an underquilt layer inside the KAQ in colder weather. So far that has taken me down to 19F.
FWIW, I never use the Hennessy side tie-outs with the KAQ. I really like the "bathtub" effect of having it wrap up around the sides. Much more cozy, and it also blocks the breezes.