US sizes are generally about four smaller than the UK equivalent. For example a UK size 10 is a US size 6, and so on. The pony top I am wearing right now is a UK 6, and it also says on the internal label, US size 2. I normally wear either a six or an eight in tops, but this feels more like an 8 on me than a 6 so what people are saying above about slightly generous sizing is true. One problem with sizing in the UK is that it sometimes runs from line to line/store to store and varies on that theme.
But I hope that gives some guidance anyway. I suspect from what you said you probably would need to get the same size as I have. There are smaller clothing sizes here but Primark doesn't tend to utilise them. I would advise looking at a UK 6 or a UK 8. As I said, the tshirt I am wearing has the US size listed.
The PJ trousers (or pants as you guys call them, right? Pants here are something different though xD) are probably the most tricky as trouser sizes are a pain (I know, I have trouble buying trousers constantly here ><)
I have so far seen in Primark the top I'm wearing (with the 3 rainbow ponies on), one in white with Windy on and weird sequin hair, a crop top tye dye yellow thing with Starshine on, a PJ top and bottoms with Moonstone in white (I believe in Unicorns), 2 sets of the kind of socks that don't go very high above the ankle, all featuring rainbow ponies...I'm sure there was something else with...ah, yes. There was also a nightdress with straps in grey featuring a symbolless Starshine that I saw the other day. I don't know if there are any other things, but those above were all available in sizes from 6-16 UK wise (so 2-12 US wise). I don't know if there were any other sizes available, my store didn't have every size for every item.