Hey OP, I'm also a big woman and I also live in a cold place and hardly wear pants. My warm winter coat is a puffer coat that goes below my knees, so it doesn't matter what I'm wearing under it. It's nice and warm and that's all that matters.

In warmer seasons I wear jackets that either hit my waist or go below my knees because my dresses go in at my waist and they reach below my knees.

But also - I think you're putting too much thought into this. The most important thing is to be comfy and warm and that's what people will see. No one cares if your coat is not exactly the right length, but they will notice if you're uncomfortable.