On reflection, I think I'll have a trip to Dunelm.
We both decided we didn't fancy the idea of warm pillowcases - I quite like to find that cool spot - so it would only be duvet cover and sheet I'd be buying, which isn't a combo that Cozee do.
Thanks for the info ladies.
Nellie,Cozee Home do separate sheets, both in the supersoft fabric and the fleece. They do a separate supersoft duvet cover too, which does come with a pillow case.
However, it looks as though you will probably get them from Dunhelm, but if it helps, I have never had a problem with the pillowcases. Not wishing to sound "unladylike," I perspire on my head and forehead in hot weather, rather than anywhere else (if someone did an antiperspirant for heads I'd buy up their stock, lol) but I have never woken with damp hair or perspiration streaming down my face when I've slept on any of the pillow cases, including the fleece ones.
I'm now considering buying another supersoft set because some of the duvet covers come with a zip around three edges of them which will save my fighting to shove a duvet into a small buttoned gap at the bottom and then shaking it like a maniac to get rid of the lumps.