Primark do fleece lined tights, so nice and warm, and the xl fits up to a 22/24 according to some blogs I have read.
Over it for outside and at the church you'd need a pretty formal coat. I don't think a biker jacket would work for a wedding? and hope that the reception hall is heated.
I went to a wedding in February last year and wore just a shrug over my dress for the reception as my dress was strapless, and a black wool coat for the outside bits. BY the evening the hall was quite warm, combination of lots of bodies and dancing and people moving about.