I find the thermal underwear helps, long johns and vest. I think mine came from Marks and Spencer; definitely a help when it gets cold. And a good thermal woolly hat that can pull down over the ears. And I have a wide brimmed over large water proof hat than can go on top if need be plus I like a good scarf round my neck
I dont have it now but I had a ex US Army Parka once with blanket lining, loads of pockets, a big hood, waterproof and it was big enough for plenty underneath and everything had draw strings on it. I was not restricted in it and it was brilliant, I have stood in snow storms on Dungerness beach in that and it kept me good.
Just reminded myself of that, I will have to start looking for another one.