Keeping Hunting Dogs Inside

I have three black labs. One is kept inside most of the time and two are outside more than inside. I would like to keep them all inside with me because they have became quite the houdini's and are escaping from their pen quite often, and I am worried about loosing them or even worse ending up getting hurt. My fiance is totally opposed to the idea because he uses these two labs for waterfoul hunting and says that if they are inside too often they will not have a suffiecent enough winter coat to be taken hunting because they will go into shock in the icy ponds. Is this true, and if so is there a way to keep them inside and still use them to go hunting?

Unless someone else knows and answers this question, I would try a hunting dog website or hunting forum to ask this question.