Greetings from Norway, where there is no such thing as bad weather, only bad clothing.
This is how we dress our children, who play outside all day, year round:
Good shoes and a warm hat are essential. If your feet and head are cold, you will be miserable. These are the ultimate shoes for really cold weather:
https://www.topazofnorway.com/product-category/women/womensboots/ Don't know about the fancy modern options, but the sealskin ones have been around for years, and are BIFL.
Wool hats are nice, but if you have some windy days, they are not enough. Then you want some sort of trapper hat:
https://toughoutfitters.com/products/tough-headwear-trapper-hat-with-faux-fur-ushanka-bomber-hat-for-winter-style-waterproof-shell-one-size-fits-mostIf you can get hold of a Sami reindeer skin hat, you will never be cold again:
https://img.letgo.com/images/7d/70/64/10/7d706410a13dc7c01e4f67473141d564.jpeg?impolicy=img_900In the same photo as above, of the sami outfit, notice how the coat (pesk) goes down to the knees. Unless you are going for a snow suit, that is what you are looking for. It should fit quite loosely, so you can trap warm air between your body and the outer layer. That will also allow you to layer more wool underneath. For the same reason, I recommend wool tunics or dresses, rather than shorter sweaters. Just make sure you have a windproof outer layer, otherwise all that nice warm air is lost.
For the coldest days, fleece is not your friend. Only wool on wool will do. The extremists include woollen underpants and bras, I think that is taking it a step too far. Storebought thin merino is nice enough for the cool days, but homeknitted thicker wool is better for the really cold ones, since it is fluffier and traps more insulating air. If you don't like knitting, look for something like this:
https://www.lanullva.no/ulltoy-dame or
https://woolpower.se/en/produkt/crewneck-200-2/ Merino isn't necessarily the warmest wool type, it is just a well known brand. Cashmere is extremely warm compared to size. Very pricey, but you can often find decent cashmere sweaters second hand, if you are willing to deal with dated designs and colors, or maybe fix a small hole. I've bought some from ebay. Wool from spælsau (
https://en.wikipedia.org/wiki/Sp%C3%A6lsau) is also warmer than merino, but terribly itchy. (Oh, the childhood memories...).
Hands: Gloves are nice if it is not too cold, but when the temperature really drops, you want mittens. Preferrably the sort with a windbreaker and a wool layer.
neck: For the kids, we knit or buy something like this:
https://image.sportsmansguide.com/adimgs/l/2/205852_ts.jpg Adults usually only buy the "tube" version. For more advice on gaiters:
http://backpackingmastery.com/top-picks/best-neck-gaiter.html If you are still cold with a thin gaiter on, you can layer it with a thicker scarf, or preferrably a shawl. Thicker is not necessarily better in shawls. My favorite are the Faroese double lace shawls. Takes forever to knit, but are extremely warm:
https://s-media-cache-ak0.pinimg.com/originals/5f/dc/7b/5fdc7bd1755cf14bd3aeb4f6e08eca4c.jpg