This was what I wore in 2014.
M&S grade 4 thermals were fine. You definitely need silk liner gloves if you want to work a camera! At the coldest - -28C - I wore two pairs M&S thermal leggings, cotton trackie trousers, waterproof overtrousers, thermal socks and snow boots (for grip). On top I had a long-sleeve thermal vest, short sleeve thermal vest, thin knitted cotton polo neck top, polartec fleece and waterproof coat. My best buy was a thermal hood from Aldi! And you need waterproof mittens to go over the silk liner gloves. Also - get some ice grips. Mine were YakTrax which are spring type so I didn't always have to remove them indoors, whereas the spiky kind had to be removed.
I was warm as toast.