Kids are resilient. The 4 and 5 year old are certainly old enough to deal with their own blankets or complain if they are cold. Give them a sheet and blanket over them. Then put a blanket or comforter at the foot of the bed and tell them to pull it up if they get cold.
Remember, the guy up top is probably pretty warm at the top of a triple bunk where heat rises. As for the 2 year old, I sort of feel the same way - if he is old enough for a bed, he is probably old enough to fend for himself. Otherwise, I might foce him into footed pjs.
So, just give them options - light sheet, light blaket, down comforter, etc. I would stay away form anything electric or corded for safety (fire, electrocution) and health (energy/electromagnetic fields). If there are drafts, focus instead on caulking windows, using thermal blinds, adjusting vents, insulating the attic, hatever works.