For pants I have a pair of "heavy weight" underwear from REI. They are essentially a light fleece, about 10x thicker then my polartech or micro underwear. This layer provides me comfort from -0f to about 15-18f (above 20 and I'm too hot). If those 2 layers aren't enough, you can do a skin tight "light" underwear, followed by a midweight "relaxed" fit, followed by the fleece pant, but that's like Denali shit , I'm snowboarding, not taking a nap in a frozen lake.
Same steps for top, wear 2 stages of underwear to reduce bulk, then just something nice and warm between those and your shell like aforementioned down sweater, or thick heavy fleece.
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