Their advice is spot on - sleep in thermals and socks and you will see what they mean. I was also hesitant at first (I was first told this in 2012), but after trying it, you will never go back.
People often say “adding more layers can’t make you less warm” - but the order of the layers is the issue. For example - if you wear your rain jacket as a base layer and your thermals as an outer layer, you will be much colder than wearing them in the correct order. The same goes for your sleeping bag. If you wear too much inside it, the heat from your body won’t get to the sleeping bag sufficiently to make it effective - thus rendering it a very expensive blanket. There are exceptions to this - high altitude climbers often sleep in their down suits, but those are high quality down suits which are individually very warm already. Notably down jackets make great pillows!
Regarding a sleeping bag - see if you can get a Mountain Hardwear, North Face or Sea to Summit bag. Unfortunately SA made bags are far inferior to what the rest of the world produces. I used a K-Way Kilimanjaro Thermashift on Kilimanjaro, and it was not warm enough - which is annoying when the bag is actually designed for Kili. SA doesn’t really need amazing spec bags as it doesn’t get that cold here - conversely the other brands are making bags for Everest, Denali and other very cold mountains, so a -7C bag isn’t a high end bag for them.
For context - Mountain Hardwear makes synthetic sleeping bags that will beat First Ascent down bags on both weight and warmth, in addition to being cheaper and often water resistant as well. I have spent many a winter Drakensberg night in my -7C rated MHW Lamina 20 which weighs 1.4kg, and cost R2k from MMO about 7 years ago (sadly MMO no longer sells MHW). I have a few of their bags, mostly light synthetic bags. But my go-to bag for the Drakensberg in winter is the MHW Ghost Whisperer -7C bag, which weighs just under 1kg. Sea to Summit and North Face both make similar spec bags - but unless you are doing proper fast and light, they are very expensive and overkill for most purposes.