It's best to pick either outside or inside and then stick with it, a swift temperature change going from one to the other can cause health issues and it just isn't pleasant for them.
I have inside bunnies and I use blankets but they've never paid much attention. They're mainly there for my benefit :lol: With outside bunnies the warmth of the bedding is much more important though and the most insulating thing you can use is straw. A lot of people don't like to use that though because the rabbits may start eating that instead of their hay and it's nowhere near good enough, so they just stuff the bed full of more hay. I have used straw in the past myself and mine never tried to eat it so I'd be happy to use that if I had outside rabbits but it is down to you and yours :wave: