My winter riding has been limited. Note also, that, unlike some of your locations, my winters tend to be relatively dry, nights and morning commutes down to -25C/-13F and afternoons up to -10C/14F.

I start with a windproof loose shell, a relatively thick fleece midlayer and then a thin, long-sleeved merino wool base layer. On my legs, I wear some not-very wind resistant pants that have an inner "t-shirt" layer within them and then I wear wool tights as a base layer. Down to a windchill of -20C/-4F, I generally wear a t-shirt instead of the merino wool LS shirt and no tights but below that (last week, the wind chill was -39C) I need the extra layers, Furthermore, when the windchill requires me to wear the tights, I put an underpant-shaped piece of bubble wrap between my tights and underwear over my underwear region to keep my manly parts from getting too cold (you know the burning feeling when your freezing cold fingers warm up, transfer that down below).

Windchills are calculated using the ambient temperature and a windchill calculator, assuming I'm travelling at 15kmh/10mph.

Down to a windchill of -10C/14F, I'll wear wool gloves but below that, I'll wear mitts (without the inner liner) and below -30C/-22F, I'll put the inner liner in (I still tend to get cold thumbs, I'd like to get pogeys).

My cycling winter boots are relatively lightweight boots but I'll wear a thick pair of wool socks underneath, that seems to do the trick. If I had to deal with more walking in the snow, these boots would not cut it, they would let moisture in the top of the foot. I also wear a pair of gaiters but they aren't thick and insulated, it appears that I don't need the extra insulation: their main purpose is to keep my pants out of the chain.

I tend not to wear a helmet in the winter because I ride on the sidewalks and paths, not the roads (except for the first couple of minor residential streets) and my commuting route is the shortest I can take to work, 4km/2.5mi. I'll wear a hat and I'll wear a balaclava as a neck gaiter, ready to pull it up over my head (and then I replace my hat overtop) but even last week, with a wind chill of -39C, I was fine.

Down to a windchill of -20C/-4F, I'll wear my sunglasses but below that, I'll wear a pair of small ski goggles.

Because I carry my work clothes (socks, shirt, pants) with me, when I go home in the afternoon, if the temperature has increased significantly, I'll forego some of the warmer layers: no midweight fleece, work socks instead of wool, mitts without the liner or switch to the wool gloves, skip the balaclava, sunglasses instead of the goggles. On my way in to work, I'll carry more lunch and less clothes in my pack, on the way home, I'll have no lunch (maybe empty containers) but more clothes: it works out both ways.

Given my winter conditions, I see the use of a wicking baselayer as a negative: if I'm so warm that I'm sweating, that is a problem and I need to shed a layer or unzip my shell.