You could just roll the jacket up and attach it under the saddle using little bungies.



Like this, only forget about the bag itself, just roll up the jacket making sure the sleeves don't stick out and lash it to the back of the saddle. Put the tights in your jersey pocket and you are all set.

It's frustrating, I know, all the specialized clothing and accessories that come with cycling. If you are really into the sport, I would save up my pennies and get some basics: arm and leg warmers, windproof vest, and rain jacket. If they are cycling specific, usually they can roll up small enough to put into a jersey pocket. And they last forever if you take care of them. Add some insulating layers (wool or synthetic, never cotton) for days when it is consistently cold, and you can mix and match anywhere from near freezing rain to 80deg and sunny.