So I tried the nalgene bottle with hot water and a sock on a recent cold hang. Wow I was amazed and inspired to make this.
Don't critique the stitching. I slung it together with some scraps and some synthetic insulation.
Does it work? No clue! I'll find out this week as the forecast has some weather in the 20s.
Is it useful? Probably not worth the effort, but I can't stop sewing !