Yes, I think memost has it - a giant scarf which you could wear anyway, but which you could wear as a cover-up as well.
It isn't the church, which will probably be warm enough and as long as you don't have a v conservative priest, I don't imagine they'd insist on arms covered? It's the evening bit I always get cold at. But maybe you're planning to only be there for the day bit.
I did warn you I am a bit obsessed with not getting cold
. Massively invested in this now 