Are you sure your saxon fit properly? Two of the horses I work with have them and they are wonderful! Especially for the price! No rubs anywhere, no rips, nothing!
I would definatey get something that's at least 1000 D. The higher the Denier, the stronger the shell. I find that anything less then 1000 doesn't do well as a turnout blanket, especially for horses that play. I have my QH is a 250 g fill. He's fairly fuzzy but stays warm at nights when it dips into the teens. You may have to get something warmer if it's pretty cold in NJ, which I'm assuming it is. You're in luck, most places have their blankets on clearance right now! I got my saxon on horse.com, which has free shipping after like $50 or something.