Just a quick one but I bought DD a proper swaddle (Kiddopotomous brand) when she started getting out of her wrap swaddles and she still escaped it! Velcro and all! I'd be inclined to buy a sleeping bag and see how she goes arms free, she may surprise you. Living Textiles have gorgeous bags much cheaper than Grobags, as do Dream Bags. You need to order them online though so allow a few days or so for delivery.

And yes, swaddling is out once they learn to roll. DD rolled at 4 months so I was glad she was already in sleeping bags, especially when I found her sound asleep on her tummy the very next morning after her first roll It freaked me out, even though we have a breathing monitor!

That's my suggestion but keep us posted with what you do!