Well done. When really cold, I've worn a body warmer, or a tight workout vest underneath a LS workout top then sweatshirt. Gloves are good too (I've got Asics running gloves, rather than wooly ones). I also wear an ear warmer, but that's because my ears get REALLY painful in cold weather.
Yes to alternating with an indoor workout. Try Fitness Blender perhaps?
I have a Peloton app subscription (not the actual bike - although we've got a spin bike at home that I use with the app on my ipad), and use it for running workouts, yoga, strength etc. It's £12.99 a month, and I think the content is fantastic. We also have an Apple Fitness subscription (part of our household Apple subscription), but I've not found it as good as Peloton.