I agree that you'll be unhappy with all the extra bulk and that it won't make you warmer. At the risk of being indelicate, I will say that having two layers of wool plus your sporran over the "relevant parts" is plenty protection from direct frontal winds, and adding fabric in pleats under the apron won't give you any more protection from cold updrafts. And, I don't know any kiltwearers who, once they get the hang of how to sit in a kilt, have any trouble maintaining modesty (if they care, anyway!! I've certainly seen some who apparently don't care!).

I'd give the extra pleats a miss.

Barb