On the windscreen question- Best arrangement for two coincident mics would be a single windscreen, but not a lot of options there. I recall seeing somewhere a largish round grey-foam ball windscreen with two holes bored into it intended for X/Y. It looked Schoeps-like, very similar the Schoeps M/S windscreen but with angled holes instead of parallel. That would probably be ideal if you can find one. Add fur cover if necessary.
Last time I used my full-body MG21's in X/Y in combination with wide omnis was in a last minute 2nd rig, expecting windy conditions. I broke out the old Shure vert-bar and set up the mics in X/Y with small foam windscreens on the caps, the front half of a Rycote BBG shell in front and the BBG windjammer over that and the capsules, with it's draw-string snugged up in back and secured between the mics with a black binder clip. Essentially it was the BBG windjammer arrangement without the hemispherical back half of its shell in place. The small foams inside mostly just helped with spacing between the mics and front shell. That arrangement was similar to your loose-knit wool cap idea. I found myself wishing for alternate rear BBG shells with two rubber grommet openings to accommodate a pair mics instead of one. Two alternate versions: one with them angled for X/Y and one with them parallel for M/S. Hey Rycote, you listening?
Easiest will be X/Y with a bit more vertical spacing to accommodate both Movos. That's probably the most practical way to go, at least initially to see how you like it.
Most of the time I use M/S as the coincident pair in the middle and prefer it over X/Y for numerous reasons, one of which is an easier to achieve, more streamlined arrangement on the mic-stand as both mic bodies are parallel. The only problem with M/S instead of X/Y is that it requires a fig-8. If you find you like what X/Y does in the middle between the omnis, consider picking up a Naiant X8 from Jon (as we discussed over PM's). Its inexpensive and works great in the role of Side channel mic in support of whatever Mid you prefer. I have two of them and use both as Side mics - with either Gefell or DPA Mids.
For M/S with a Gefell cardioid or supercard Mid, I use the same half BBG shell + windjammer arrangement, without the binder clip in back as the draw-string of the windjammer snugs up nice and tight around the two parallel bodies gaff-taped together just forward of the single mic-clip. The miniature DPA supercardioid Mid is so small it actually fits inside a big ass Shure taped atop the X8. I plan to try the same combination inside a single Movo soon.
These photos show two OMT rigs sharing the same stand, both using M/S center pairs with X8 Mids. The upper rig uses a Shure WS and miniature DPA Mid in the center position, in addition to other Sure WS for its other channels. The lower clamped rig is using the half-BBG + windjammer arrangement with a Gefell M94 cardioid Mid. Edit- to clarify what you are seeing, in the top photo both arrays are facing left (stage would be off to the upper left). In the bottom photo both arrays are facing right (stage would be off to the lower right).