My DS is the same and loves having his arms in his sleeping bag. He's 8months and I've been using the ergo cocoon since he was 6 weeks old and I got him the ErgoPouch hybrid for winter and it's fantastic! It's 2.5tog from about mid chest down so keeps him nice and warm and it's got the poppers up the top so his arms can be in or out. I highly recommend it. It goes up to 12mths old, but they are quite a snug fit.
I second the Ergopouch hybrid. We've tried my 6 month old DS2 with his arms out but he prefers them in too. He sleeps like a dream in this sleeping bag!!
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