You are not alone!
I just wanted to add my experience to the list. My son is 4.5 (in Aug he will be 5). He has been daytime trained since 3.5 but he STILL wears a nighttime pull-up to bed. We limit liquid intake before bed, he goes to the bathroom before getting in bed, and he still wakes up wet 90% of the time. To top it off, there are plenty of nights where he wakes up because he has wet the pull-up and it wet his pj shirt a little. We change his pull-up midway through the night and in the morning, he will be wet again.
He is such a deep sleeper that there are numerous occasions (1-2 x every 2 wks, so not a regular thing) that he wakes up in the morning at his usual time completely SOAKED. PJ's, bed, everything and it didn't wake him up when he actually peed.
Otherwise, developmentally speaking, he is a completely normal 4.5 yr old. He has absolutely no other issues besides this one. We just choose not to make it an issue with him because from what I have read, he will just outgrow this. Developmentally his bladder might not be able to hold it or he's just a ridiculously sound sleeper We talk to him about it and some mornings he will wake up dry (rarely) and he goes right to the bathroom instead of peeing in his pull-up.
It's something that we are keeping an eye on, but I figure we can't do too much as parents other than talk about it and suggest that if he wakes up and has to pee, that he get up and use the toilet. My neices are both younger than him and are completely trained (day and night) - and the youngest one just turned 2! I guess it's an individual thing. Good luck!
Karen
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Mom to 2 hockey-playing, Lego-loving boys DS1 2003 & DS2 2005