Layers and more layers, down vest, fleece jackets and pullovers and no wick liners.
I just picked up a Mountain Horse Opus Balaclava liner for my helmet and some warm gloves. There's a nice selection in stock at https://www.smartpakequine.com
. If the gloves aren't warm enough, I'll look around for silk glove liners.
For being out of doors in super cold, I like clothing close to the body in very light layers. I don't expect to be riding in a blizzard or anything like that, but below freezing is typical winter in new england and the arenas are not heated. (but still probably like spring to you canadians
I also have been picking up those no wick thermal liners, tops and bottoms to wear under layers of clothes. They're super light and thin but they're very effective at keeping in the warmth. Worst is toes though so I'm looking to pick up silk socks to go under my regular socks unless someone suggests something better. I just keep picking up inexpensive lightweight thermal type items...I gotta keep my body flexible but warm.