> My zero degree synthetic is definitely "light" and "cheap", but not "warm".

Which should tell you that its zero degree rating is bogus -- you were ripped off. So, before you run out and buy that -20F bag and get the same surprise, you need to go look at it. A -20F bag is going to have a lot of loft (thickness) whatever it's filled with. If it doesn't, something's wrong.

I suspect you are going to have to spend a lot of money on a succession of unsatisfactory cheap bags before you realize you could have bought a really good down bag for the same bucks, and then you'll spend it again on the down bag. Don't ask me how I know.