You need a winter-grade windproof with no membrane or waterproofy stuff, just a very tight weave of polyester, nylon or polycotton. Look for a high collar and good seals at neck and waist.
If you need to insulate your torso, use a sleeveless gillet. My Go-Lite one is lightly padded and a useful extra layer of warmth.
Does tight clothing restrict circulation, eg arm and leg warmers?