Hi Jakke,
I see it's been a week since you asked your question so I hope you're still checking in! I was finishing my Camino when you asked and it was challenging to get online long enough to answer properly.
I definitely had my sleeping bag and liner with me, I always do. And it's required at some (if not most) albergues to have at least a sleeping bag liner with you. But the night I arrived in SJPP it was quite warm and I was exhausted, as I wrote, so I more or less just collapsed onto the mattress hoping to get as much sleep as possible before getting up to walk 6.5 hours later.
However, I experimented with leaving my sleeping bag in my pack on about seven or eight nights this year, mostly in the Xunta albergues towards the end (but also as early as Burgos) where pilgrims are issued the white disposable paper mattress and pillow cover. How did it work in practice when the night was cold and I did not have extra covers? Well, I felt cold.
(I'm giggling at myself right now, not laughing at you!) I refused to use any blankets this year after putting the one in SJPP over my feet (I suspect that was a vector for the bed bugs to get to me), though I know there are many albergues that have clean blankets so I wouldn't want to give the impression that every albergue blanket is evil.
On three or four of the nights, including in Olveiroa and Fisterra at the end, I waited to find out how long it would be before I felt too cold, which turned into me getting my sleeping bag out at about 2:30am. (I kept it beside me on top of the mattress, in easy reach; the nights when I didn't need to get it out made it easier and quicker to pack up for an early start in the morning -- yes, I'm a nutty pilgrim who gets up before the sun sometimes and I do my best to be silent as I pack up so as not to wake other pilgrims around me, and if my sleeping bag is already put away, that's one less object to think about getting out of the room without making noise). I also found that sleeping with my fleece jacket over me was enough on more than one night to keep me warm. It was a fun game to play.
I'm not sure how hospitaleros feel about pilgrims spraying the mattress and sheets against bed bugs. As someone who's experienced serious reactions to chemicals in the past, it gives me the chills and I cringe when I see pilgrims with big spray cans of heaven knows what that they picked up at the farmacia, spraying it all over the place (this has happened to me more than once), and I invite pilgrims to consider that not everyone appreciates being exposed to permethrin or DEET or what have you. But I've spritzed the mattress cover and/or my sleeping bag when it's on the bed with lavender oil before (not the mattress itself).
I didn't come across any more bed bugs this year besides the ones I wrote about in my first post, and I was later able to check in with two other people who slept in the same room as me that first night in SJPP, and neither of them got bitten. I consider that as the pilgrim on her 5th Camino that night, I took one for the team.
I hope that helps, at least a little!
Rachel