Here's my experience. My daughter wore pull-ups at night until she was 8 - 10 years old, and they were soaking wet almost every night. We went to all the doctors, ran all the tests, tried everything (no drinks after 7:00, bathroom just before going to bed, etc.). The reality was that she was a very heavy sleeper, and she had an "immature" bladder.
I know. Not exactly what you wanted to hear.
I explained it to her like this...
Some people wear glasses because their eyes don't work quite right. Some people wear hearing aids because their ears don't work quite right. Your bladder is not working quite right, and until it does -- which it will - you need to wear pull-ups to help your bladder's problem -- just like people wear glasses and hearing aids to help their eyes and ears. (Also -- this makes it her bladder's problem -- not HER fault -- which was important to my daughter.)
The goal for us was to have five dry nights in a row. If/when she had five dry nights in a row, she could wear panties the next night.
The good news is that, as she started into pre-puberty, the nighttime wetting stopped -- almost literally - overnight.
However, between ages four and eight, we had lots and lots of wet, smelly pull-ups. At home, it was no big deal. I kept a plastic, zippered mattress cover on the mattress, and the trash got emptied a little more frequently :). But for sleepovers, it was more difficult - but do-able. She always wore a nightgown that went to her knees with a pair of knit shorts underneath, and just before she went to bed, she'd go to the bathroom and exchange a pull-up for her panties. We'd pack a few plastic grocery bags in her travel bag, and the next morning, she'd go to the bathroom, take off the wet pull-up, pack it in two plastic bags, wipe off with a wet washcloth, put everything back in the travel bag, put back on her panties, and none's the wiser.
I hope this helps.