several layers of clothes plus a coat

You're wearing the wrong clothes.

I walk/hike for hours in -2--20C with 1-2 layers plus a coat. You have your skin layer; some kind of generuc athletic wear to wick away sweat, your insulating layer, a thick sweater, and your coat, but usually I just have the skin layer and unzipped coat.

Same with the legs, long underwear for the skin, sweatpants for insulation, and snowpants, but usually just jeans and underwear.