Poor Klaus! LOL! You'd love the battles we've had with Shiva over behaviour. She's my Zen puppy. Totally in the moment. And there are just some things she finds irresistable. She wants to be good, but sometimes she just can't. If she thinks there might be something tasty hidden on top of the dishwasher, way back in the back, she will search until she finds it. I have to put things on top of the refrigerator, but she's figured out how to hit it just right with that big shoulder to dislodge something interesting . . . I dread the day she figures out how to open the pantry door . . . and it's a good thing Charley left the handles off of the refrigerator when he bought the new one! Thankfully, she and Kharma were both good puppies when it came to chewing on things they weren't supposed to, although Shiva did have an obsession with those tags, you know, the ones that aren't supposed to be removed except by the consumer under penalty of law and are always an integral part of whatever they're attached to so you CAN'T remove them without destroying the item. I finally found her a big nylon ball thingy that has the same flippy feel as those tags! And the Orbee-Tuff bones are indispensable!
Snow and jammies don't mix, do they? As she gets a little older she will probably get better about going ahead and doing her business while you stand at the door. If she can see you standing there, she should get more confident, but you may have to stand there awhile several times. They can be stubborn little critters sometimes!
You might have good luck with a "puppy-proofed" room with a baby gate across the door. That way she can see you, but can't be out getting into everything she knows she's not supposed to be into. You do realize she does it to get your attention? When you think she's being naughty, you have to leave what you're doing and go look for her - a wonderful game in a dog's mind! They train us very well.