Well the pulling of hay and blankets out of there house is normal.. I went thru that with my golden every winter.. I wouldn't even bother putting them in there .. instead just nail some old carpet like a flap over the dog hole to prevent the wind from going in and then when they get cold that will be good enough..

as for your other problem I don't know what to tell you other than to re train your dog as if he didn't know any better and then train hiim to go into a litter box for dogs this will make it more convient ..he may be lacking in attention as well and be wanting some..