As he's growing up used to being at grass, bloat shouldn't be an issue as long as you don't feed too much quantity of milk at one feed. Think about his grass intake if you move them onto better grass, though
The rumen isn't fully developed until 8 weeks, so if you can manage him to avoid bloat, he will do better to stay on milk until 7 or 8 weeks if you can do it. But the rumen is starting to be effective at around 6 weeks, so will probably manage from thereon. My own opinion is that bottle lambs take a lot, lot longer to fitten if weaned before 7 or 8 weeks - but I know that others, who have struggled with bloat, disagree.
If he starts to sleep curled up with his brother, then I would start to leave him out overnight from about three weeks. He'd only really be at risk if he had to sleep on his own, or while he's very wee.
Creep outside is likely going mostly into the local corvids
. The lambs may never get the hang of it if you don't teach them (a) how to eat it and (b) where it is.
Easiest way to teach them is to feed it to the ewes and lambs from when the lambs are about three weeks old. They will copy their mothers and then get the taste for it. Feed it in a looooooooong thin line so the ewes can't resource guard it all and stop the lambs getting any. Then when the lambs come running and tuck in, start to move the feeding towards the creep area and then into the creep area.
Your molly lamb can be offered creep indoors while you are bringing him in overnight of course, so you may be able to get him eating creep earlier.
By the way, you do know he is covered in
wool, right? So unless it's more than a degree or two below 0C, he really will be perfectly warm enough in a draft-free well-strawed undercover pen
We used to put ours in a tea chest with a good thick layer of straw when it was several degrees below - snug as a bug
If you are really concerned, put very warm - not boiling or anywhere near it - water in a hot water bottle, wrap the hottie in a towel or a fleece, and put it in one corner of his pen. He can use it if he needs to. (Bet he doesn't
)