I bought the whole set from The Wool Room - duvet, mattress cover and pillows - and I absolutely love it.
I do put a thin wool blanket over the top on the coldest of nights. When it gets colder still I may need to wear thicker pyjamas - I'm just using a very thin long cotton top at the moment - and/or another wool blanket.
I used to have to sleep with an all-night electric blanket, and prefer to just have a hot water bottle, so the new arrangement suits me perfectly. I may prewarm the bed if it's really cold, but tbh a hot water bottle is plenty - having the wool under and over, (and pillows too), my own body heat plus the hottie soon radiate enough to warm the whole space. In less than a minute, I'm lovely and warm, and usually then push the hottie to the side of the bed! I'm usually asleep within two minutes of snuggling down.
It breathes, so you stay lovely and warm, but don't overheat.
Be aware though, if you do like an all-night blanket, you may find you get way too hot! I wouldn't buy the wool mattress cover if you want to keep an electric blanket on overnight.
The setup I've bought has two duvets, a 200 and 300gsm one. They popper together so you can use them as one for the winter. Changing the duvet cover has always been a job I've hated (really hated), and even more so if using two duvets, but the wool duvets have just a bit more stiffness about them, no feathers to move around and leave one end empty, so changing the cover is a doddle. And the poppers mean it's as easy to use two-as-one as it is to use one alone.
I've only had mine a few months. Rosemary's had woollen bedding for longer, so hopefully she'll call in and let us know if there are any issues arising over time.
The Wool Room do also do some wool/alpaca duvets, which are warmer still. I haven't tried those so can't comment on them.