What is the stuff they put on Fire Alarms to identify people who pull them falsely?
It would be best to keep him in until you find his jacket and mittens. Some people are more sensitive to cold then others. When a small child loses something it is not likely he will remember where he lost it at, and to try and help him to remember at his age would be fruitless unless he is a genius.
If you make up the fittings correctly, then I'd say there was little chance the concrete will get into the pipes. If you really want to be sure, adjust your water pressure inside the pipes to be greater then the weight of the concrete on the pipes, then any leaks would leak water out instead of concrete in.
Gloves are actually part of snowboard/ski safety wear. They are essentail to wear, especially for young snowboarding children due to snowboarders falling on their wrists and young children being weak. In many resorts it's illegal for under-16's to ski without gloves+helmet. Check the law there by visiting a tourist board etc. Also, there are many places where you can purchase these (often overpriced though). You may be able to borrow one from certain shops, try 'Intersport.'