It’s getting quite cold at night. Can I put an underlay on the cot mattress (baby is 4 months)?

Red Nose recommends that a baby sleep on a mattress that is firm, well-fitting & flat.
Red Nose has the following information about a mattress protector & the same information is applicable to an underlay.
always make sure that the waterproof mattress protector is strong and a tight fit.
Never put soft bedding under the bottom sheet, such as a sheepskin, as this makes the sleeping surface too soft.
https://rednose.org.au/article/what-is-a-safe-mattress
Also, ensure the underlay is not too soft, & take away from the firmness of the mattress.