Somewhere on ebay does thermal fleecy jodhs, but I don't know about breeches. I have the equibrief thermal under breeches and they're fab!! I can even ride in jeans with them underneath and they keep me cosy and pinch free. I think Robinsons do them still.
If it's warmth and dryness you're after then I'd recommend Musto overtrousers (I've got the ones with the quilted lining - really cosy!). However I don't like schooling in them as I find them a bit bulky, and so then I'd use my Equetech thermal long johns (they've got a stirrup under the foot to stop them riding up your leg) under my normal breeches.
I bought my full chaps/overtrousers from Horses In Sport at Towerlands last year - not sure if they're still doing them, but they're brilliant. Fleece lined, incredibly warm and waterproof, and comfy to ride and work in and only about 30 quid!
Joules does overtrousers for 15 quid (orginal price 49 quid i think) not padded but wind/water proof, i have 2 now as i ride out on race horses and get constanly wet!!!!! from riding in the piss down but never wet with them on. If it's colder u can always wear trackies under it! or as many thermals u want. It's quite big for normal size. i am usually 12 but they are 10 and still not tight.
reinforced knee type so no rubbing knees, velcro on each side of the waist band, quite high backed, there's 2 lengths long and regular ( i have the long it's long enough about 34 inches! perfect when i ride very short on race horses) I don't find it bulky, heavy even wet. it got lining (nylon) it's average fitting ie not slim fitted.