You didn't add a grocery bag between your feet and the wool sock.
For the vapor barrier technique to work you must protect the insulation layer from water and WIND which can come from outside or water from sweat so 2 plastic bags, one inside one outside. Usually the one outside is replaced with the outermost layer of the shoe if it is wind and waterproof.
If it isn't enough it's because the insulation layer is not enough big and/or you have radiative or convective heat loss which can be prevented with an aluminum foil and a plastic bag