My DD was a really fidgety sleeper when she was younger, like all over the cot. We got rid of the sleeping bag around 7 months as it kept getting twisted with all the moving about. At that point she wouldn't stay under a blanket either, which didn't matter in summer, but in winter we just layered her up with fleece footie pjs and she was fine. We introduced a pillow at around 18 months, which totally stopped the fidgeting and, as you say, kept her anchored with a 'head end', and then she was fine with a duvet too.