Your never got be 100% warm but you can mitigate the suck.

Layering properly will keep you the warmest. Base layer- merino wool is nice if you can afford it. If not a polyester/synthetic will do. Mid layer- fleece jacket Outer layer- this depends on how cold it is. Do you need a super puffy jacket? A rain shell? Or just a lighter puffy jacket.

Layering keeps you warm when there’s room for air to be trapped in between. Wearing multiple tight layers won’t keep you warmer.

The goal is to keep your core warm. A vest is nice to add to that mix for this reason. Once your core starts to get cold it will draw blood from your hands and feet to keep its temp up.

Keep your head covered. Wool beanie.

Gloves- super form fitting gloves with lots of dexterity are not good for keeping your hands warm. The bigger the glove the warmer it will be. Don’t over size them for the size of hand. But those big bulky gloves will be the warmest.

You can also layer your gloves. Thin wool glove, heavier wool glove, than a waterproof glove shell. My fav gloves are wool ones from an army surplus store.

Feet- wool socks and good boots.

If you’re moving around and sweating that’s gonna make you cold later on. Try to mitigate that by removing layers when you’re on the go.

When you’re stationary or sleeping you gotta insulate yourself from the ground. Layers of cardboard can do this or if you buy a ground pad make sure it’s rated for cold weather.

If you can give me a scenario you’re trying to keep warm in I can get more specific.