Nurtured by nature do merino dresses - this
oneis one of my favourites. I think Bobux do merino dresses too?
Have you tried
Country Road? They usually have some nice dresses and even if they're not warm you can layer with a long-sleeved merino top and leggings under the dress.
And this might not be your thing but I

my girl's dresses from
Free Range Baby - again you'd need some layers, but they're a good thickness so they wouldn't look silly in cooler climes.