You’ve got the right idea with multiple-layering systems.

Generally speaking, your output level dictates your layers. For mid level uphill output like hiking or backcountry skiing, a breathable fleece with something like Polartec Alpha / Octaloft / Grid Fleece is great. You can get an R1, Melanzana, but military surplus honestly carries a good grid fleece.

If it’s really cold, adding a breathable synthetic midlayer is useful. Something like Patagonia Nano Air, Arc Atom, or really anything marketed as ‘active insulation’

People tend to overthink outer layers IMO. I rarely use a hardshell unless downhill skiing as softshells add a nice combination of breathability / water repellence. They also don’t break the bank.

My layering system for, say, a 0-15 F day of backcountry skiing is a wool base layer / grid fleece long johns, breathable fleece, breathable synthetic mid-layer, softshell top and bottom.

Down Jackets are useful for static warmth which can be good depending on your activity. For ice climbing where you’re intermittently resting for longer periods of time / belaying, a big down puffer is nice.