The usual way is to sew interfacing with the top fabric and treat it as one layer.
But, do you want it to remain waterproof?
If so you will need to tape the seams so that means keeping the top layer single and then sewing the interfacing with the lining.
Curtain bump is much the same as quilt wadding. I would think it would be OK so long as the coat is completely lined (and stitched all around, not loose at the hem) so that there are no loose bits to come away.
Microfleece would be OK for the body of the coat, but the sleeves need to be lined with a slippery fabric so that you can get the coat on and off over your other garments without an almighty struggle!