Not thermal (as far as I can tell) but these from PX are pretty comfy and warm enough for me.
https://www.planetx.co.uk/i/q/CLPXP3BK/planet-x-pro-line-365x-3-4-length-bib-shorts
I’m not a big fan of Planet-X, but credit where it’s due, these are AMAZING value. I have two pairs – I bought a second when I realised how much I was wearing them. I must’ve worn them 100 times each over the last couple of years (mainly for commuting).
Basically, they’re windproof so they’re significantly warmer than ‘normal’ (non Roubaix) shorts – I reckon they’re on a par with my full length (Gore) thermal bibs, and I prefer 3/4 for comfort anyway.
They don’t feel as Gucci as Rapha/ Castelli / even DHB but they’re holding up very well (better, even?).
One downside: On both of mine the zip is sewn poorly so it allows it go too far down and after maybe 50 rides, the zipper can come off in your hand. V annoying (not a good look having a gaping crotch-hole). I ran a few lines with a sewing machine across the bottom of the zip and they’re perfect again. If I was buying these again (I might indeed get a 3rd pair) I’d do this prophylactically.