I personally wouldn't use a lambswool or anything padded like that...well actually up until last week I would have but I was reading a safety article that made me rethink it. Basically it said that you shouldn't use anything thick, bulky that compresses like thick parkas lambswools, padded liners etc for the reason that in a crash the force of the crash causes compression of the item making the straps in effect looser and bubs can actually be thrown out of the straps.....they say to strap the baby in and then layer on top for comfort so this doesn't occur......doesn't solve your problem of the lining being thin but does explain why the linings on most carseats are fairly thin through the body area, our capsule was quite sparse in this area too and it makes sense in hindsight......

A hood might help though...either a hood or those shades for the windows...we have those window sox things that work really well......