IMO if you are cold...
I'd wear the Capilene 2 as your base (I use a Cap1) With a Merino sweater(midweight) as your next layer, followed by a Nanopuff type jacket under your shell.
Also when it's real cold in addition to my base leggings, I'll wear a pair of super heavy rei baselayer pants (basically a lightweight fleece sweatpant).
I recently got a Merino Buff that I like alot. I wear it up on my head under my helmet even on warm days it is just so comfy, but it's also great in the cold.
Also maybe switch to mittens or triggers or lobster gloves. 5 fingers are always gonna be colder even if it is badass hestra....
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