Sheepskin Genuine Shearling Lined Gloves

This was my first pair of shearling gloves. Per the size guide I am a medium. The gloves seems to get colder the more I used them even though shearling is supposed to be the one of the warmest natural material there is. After doing some research I found that it's known fact that normal glove sizing should NOT be used with shearling. A normal snug fit just causes the fur to compress and flatten and lose it's insulation properties. You need to go a size up from what their size guide says. I am now outside the return window and have a pair of gloves that don't work.