Fire is your friend we are talking survival, not a stroll in the winter you better have multiple ways to start one ,as far as warm I have never had anything that beats Natural hair or leather like Buffalo hair in Moccasins calf high and greased or brain tanned hides they can get wet but still keep air trapped in the hide. Carry a candle at all times light it first from that flame you can build a bon fire if you so wish always look for a rock face to build your fire against the reflective heat will make you twice a s warm than just standing and turning around trying to get everything warm. I always have a wool Blanket Hudson bay grade or better if I am camping in the snow rolled up and worn across the shoulder helps keep you warm as well . I also carry a small copper pot that I can boil water in it is in the blanket at one end rolled in , inside the pot fire making supplies . always keep a knife or small axe with you .... if there are more than two people make a dog pile include the dogs if you have one one blanket on the ground and one over you and everyone cuddled up as close as can be , take turns being on the outside it is amazing how you can stay warm in a pile.
If I am going to be out for a few days I will wear my Copote a blanket coat made from a very heavy wool blanket they will keep you warm and get you warm in a hurry Carry things that have multiple uses ... I will take some pics of winter gear...