Natural insulators such as wool, silk and down are the warmest, and also the best coping with temperature variations.
This coat is amazing. It is wonderfully warm and comfortable. Shower-proof rather than completely waterproof, but I have never had any problem with it. I wash it once a year with technical down detergent and down proofer. I like my warm coats to be one size larger than my usual, to accommodate lots of warm layers underneath.
I wear a hat under the hood, mostly because I prefer a hat to a hood. But if it's cold enough, I put the hood up as well.
Merino long underwear. Amazing stuff. Expensive, but does not need washing after every wear, so one set is all you need if you don't wear it every day. Two sets are enough if you do wear it every day. I wear knickers and a thin t-shirt under mine, and wash the woollies after 10-12 wears. Machine washable on wool or delicate cycle. Use wool detergent or liquid soap (not normal detergent).
Wool socks as well. They tend to be more robust than the underwear, being 75/25 wool/nylon, so can often just go in the regular wash. Hiking socks are often not the best for warmth, because they prioritise padding over warmth. Depending on the boots you get, you might find layering wool socks with hiking socks to be a good system.
Layering is key. People often wear layers on their top half, but forget their bottom half. So wear those merino long johns under your trousers. Wool trousers if you can, otherwise fleece or corduroy. IMO cords are warmer than jeans. Another option is technical trousers from a hillwalkers' shop, as a third layer over a thin second layer.
Gloves and scarf. Thin silk gloves inside windproof fleece mittens. Skiing gloves are not always the best combination with a non-skiing coat, as the cuffs may not be compatible and you can end up with gapping at the wrist. Thin, flexible layers on your hands also allow you to put your gloved hands in your pockets for extra warmth. Scarf should be thin so that it tucks into any little bits that may be exposed, and can be tucked into your coat or hood. Silk, of course, unless you can tolerate wool on your neck (I can't, not even cashmere or merino).
Can you use heat packs with Reynauds? They are fabulous. I put one in each glove. When my fingers are no longer ice cubes I transfer the heat packs to my bra, tucking each one in just where the shoulder strap meets the cup. Really cozy.
I believe you can get battery-heated insoles and glove packs. I have a battery heated belt for back pain. It's very effective, but I don't find it comfortable under layers.