Tights

I think you're overthinking it. Even if they're not exactly the right length etc, I still find tights more comfortable than knee warmers.

My knees are definitely happier when covered. I have on occasion (really really cold) recently worn knee warmers under bibs for a bit of extra warmth - start to move around after a while though. Wish I could spring for better quality tights.

I'm not a massive fan of the groin epilation effect I get from the silicone gripers on my knee warmers TBH.

I'm thinking knickers at the moment.