He absolutely needs some kind of protection, whether it be a coat or a warmer area to sleep. Dogs do get cold, especially those with short thin coats like yours has. I would put a bed in his kennel that is too big to pull out and attach something warm to it (like sheep skin etc) so he can't just pull it off and carry it out. Secondly I would get him a coat. You aren't being over-emotional or 'suckered in'. You are seeing with your own eyes the evidence that he is cold. We have our dog inside at night because of the cold even up here in Rocky let alone Melbourne brrrr!