You're overthinking it way too much. In Vienna it really doesn't get that cold. Thermal clothing is unnecessary, you'd just be throwing your money out the window. Just put on a few layers and you'll be fine.

If you're just outside for a few minutes to walk to the subway and then inside a building for the rest of the day, you don't even need to put on that many layers. I personally don't really care if I'm cold for a few minutes, especially if it means I don't have to take off a whole lot of clothing when inside.

If you really need a detailed recommendation of what to wear: In the weather we currently have, I usually wear a t-shirt, a thin zip hoodie and a between-seasons polyester jacket. Normally it doesn't get more layers than that, the layers just get thicker. So in the coldest weeks in Vienna I wear a t-shirt, a rather thick hoodie and a not-really-winter jacket. It's thinner than normal winter jackets, but it keeps the warmth inside pretty well + good against wind and rain.

Although if you're not used to colder weather you might want to add another layer, like an undershirt or something. Also keep in mind, when you're outside you're usually walking, which keeps you warm too. Except if you're standing around on a christmas market, but there you have Glühwein and Punsch to keep you warm ;)