I am feeling confused about clothing choices at night to keep our 2 week old at the correct temperature. Initially we tried using Love to Dream swaddles but she doesn't seem to like them. I am nervous about swaddling or using blankets in case they come undone during the night (she kicks her feet a lot!) So far we can't make up our minds about how to safely dress her and she won't sleep in her cot at all, so she has been sleeping in our arms while we stay awake in shifts. Is it safe to sleep a baby in just layered clothing (e.g. a long sleeve onsie with a singlet in cooler weather) or is an extra layer of a blanket/swaddle required? If we do need another layer, would a sleeping bag with arms be a safer option?

Unfortunately. there is no exact amount or type of clothing for baby. Each baby is different.
However, there is no need to attempt to keep baby’s sleep environment at a specific temperature, but to dress baby according to the room temperature.
Swaddle, sleeping bags &/or blankets are all options for baby.
If you think she will loosen any blanket or swaddle, then it’s fine not to use them.
Have you tried using a muslin wrap (firm but not tight)? You can use it wrapped under her arms if you think she might get out of it. Some babies like to touch their face or suck on their fingers.
https://rednose.org.au/article/wrapping-babies

Have you seen your Midwife or Child Health Nurse since your baby was born?
It would be good to discuss with them some settling techniques, as not only having baby sleeping in your arms impossible to sustain all the time, it can create risks for baby.
Some of the risks are related to you falling asleep while holding baby, baby not being on a firm, flat surface for sleep (which is safest for baby) &/or overheating when baby is lying against your body.

Here also is some information about clothing/bedding for sleep.
Dress baby and use layers as you would dress or use layers yourself: to be comfortable, neither too hot nor too cold.
https://rednose.org.au/article/bedding-amount-recommended-for-safe-sleep