Four Dogs are a heavier in weight and heavier duty stove than the Kni-Cos. Not sure if you'd get a longer burn out of a Four Dog, but you'd get longer life typically. Four Dogs are also quite a bit more expensive and don't wait for a shipping promo...not going to happen. And all night heat, forget it. These stoves just don't have the size or mass to make that happen. But again, a Four Dog is going to be a longer burning stove, given the same relative sizes, w a baffled fire box, and a gasket type door. It's an all around step up, but you are gonna pay for it in costs, shipping, ease of transport to your campsite, etc. And 8x10' is a easy size to heat and you get the chill off fairly quickly with even a smallish stove. Using only hardwoods and some careful burning will greatly increase your enjoyment of those really cold nights.
I don't burn overnight cause I like to try and sleep without worrying about either the fire needing to be stoked or having a burning stove going when I am asleep. I do get a nice burn going just as I am going off to bed though. If you are comfortable with the burning issues and CO2 issues, perhaps turning on the propane at that point would be the ticket. As far as your sleep system, common sense says that you still pack your sleeping bag to the minimum lowest overnight temps you are expecting to encounter, stove or not.
WinterTrekking website has a lot of information on hot tenting/stoves and plenty of folks to ask specific questions about. Many on CT are members there as well.