Is he still wearing Eleven's classic trousers in this pic? I'd imagine that if he were wearing a Victorian nightie, he'd be wearing something more pyjama-esque, if anything at all. OTOH, maybe it's just whatever Capaldi is wearing to avoid chafing (and freezing) whilst riding a fake horse..
Mark
The stunt double in the other pics is wearing something pyjama-esque, so it is the OTOH in your post...