Dog wants to stay out in the garden,

[ChardonnayKnickertonSmythe]

It's dark, I'm worried he's cold, but he's insisting.
Shall I let him be and trust he would know when to come back in?

He'll be fine! He probs likes it. As long as the garden is secure, what's the prob!

It's walled and secure.

I just worry he's cold, which I know is silly.
As soon as I get him in he lays by the door barking.

Ha Ha our Schnauzer puppy does this, she will stay out in the pitch black cold garden, BUT no way will she go for a walk in the dark!!

Well, he's in and appears undamaged.