Everyone here is correct, lots of layers and wool. The only exception is cold windy days, it’s damn difficult to prepare for wind. On a -40 windy day there’s not a lot you can do. Hand warmers, or even better heated gloves can be amazing on those days for when you just can’t get your hands warm. My girlfriend uses a heated vest regularly and she loves it. I also almost always have a large thermos of hot soup or tea to sip on on break.
On stupid cold days I’ll sometimes where two wool baselayers. I find the layers rubbing generate heat and that can be lovely.