People say layering and you hear “wear a sweater under your jacket”

Layering also means a layer under your shirt and a layer under your pants. Your legs are more surface area at more angles than your core. At those temperatures I usually wear long underwear under my jeans or pants and I also usually wear flannel-lined pants or jeans instead of thinner ones.

Also a hat and scarf or balaclava under your jacket hood and collar. This is all layering.

The last bit, some jackets and pants are more windproof than others. I have a Patagonia nano puffy just like everyone else in Boston for regular weather. But on days like this I’ll wear my full ski jacket shell to break the wind better