You shouldn't be swaddling or wrapping if she can roll on her own, she should have her arms out so she doesn't get stuck. As you have discovered, she can still move around heaps in the cot anyway so you might as well leave her in the sleeping bag.
Putting anything in her cot besides sheets increases the risk of SIDS so no, you shouldn't put them in the cot. They are just something else that might cover her face or get her stuck in a bad position.
If she can roll on her own and find her own position it is fine to let her sleep on her side or tummy IF she moves there herself. Put her on her back and just let her decide how she wants to sleep. As long as her arms are free and she has nothing to get stuck on she'll sort herself out so she can breath properly.
It's normal for them to have a sleep regression at around 4 months, she's learning lots of new things and her little mind has way to much to do to sleep They settle down eventually.