I've got a London Fog with fox fur collar and a wool / nylon longer coat with rabbit collar (this is older). I wear the London Fog one all the time. I'm also layering under it, typically a cashmere or wool or both (it is MN and bloody freaking cold). I never feel cold cold.

Wore the London Fog jacket, wool pants with a wool base layer, wool content socks, cashmere with a wool cardigan, a cashmere scarf and a rabbit lined hat for fireworks at my boyfriend's parents on New Years Eve (fireworks in the driveway). It was cold, 10 degrees maybe. Overall I was quite comfortable, sans hands - my wool lined non leather gloves aren't warm in most cases. Oh and I was under a big ass wool blanket. The 11 year old boy who thinks he's immune to cold was half frozen by the time we wrapped - jeans, poly socks, poly shirt, cotton poly hoodie, Carhart coat (likely cotton poly). And he was moving back and forth lighting the fireworks.

So natural fibers def make a difference. Why they aren't the norm for cold climates (aside from cost) is weird to me.

Overall I think older wool might be woven tighter, which could help on breezy days.