My theoretical lower limit is -30 Celcius (about -22 F) but I think that -25 is the coldest I have experience of - but I over dressed for that ride and had to open up some venting at the top of my 200' of climb in my daily commute.

I don't wear anything that is cycling specific though. I use platform pedals so I can daily choose differing combinations of footwear, and I have a variety of hand options - and I usually take along a second option when I an going to be out for the day in case the need to put something dry on my hands arrises - ditto for head gear.

For footwear one of my best combination is casual leather (unvented) hiking/running shoes with a felt insole with reflective layer - over which I wear a pair of ordinary overshoes (which have another layer of felt in them).

Wool gloves inside of an unlined leather mitten gives good hand protection and reasonable dexterity- though I also have a couple of mitts made for skiing that I also use. Big advantage of the wool glove/leather mitt combination is that it costs very little in space and weight to carry along an extra pair or two of the wool gloves - and you have a two stage system that allows you to deal with locks etc. without touching metal with bare skin.

For my head - I use a thin layer that covers the ears - either a fleece beanie or an army surplus winter combat cap if I want the brim. Over that I wear a MTB helmet with the brim removed - over which I have a nice stretchy fleece hat that fits the helmet snugly, and a high viz rain cover as a wind break. I use wrap-around sunglasses over my perscription glasses to reduce wind over my eyes - yellow lenses for night. I also grow a full beard for winter - though this is not an option for all.

For my legs - wool or tech layer - then corduroy trousers (for the loft - traps more warm air) and a wind breaking layer. All loose, but not floppy.

For torso and arms - thin wool, wool, and maybe more wool - or maybe a tech or fleece layer (this all gets shifted day to day according to temperature, wind, and how long I might be out. For extreme days a down vest may be added. Then a breathable wind breaking layer over top - the warmer of my two options (made for snowboarding) at this point has pit vents.

Complicated? Yes, I guess so - but versatile and it works for me.

I find that keeping hands, head, and feet warm is key to enjoying the ride.

I have multiple options also for the secondary reason that I sometimes have gear hanging to dry while I need to change clothes and head out again (split shifts, eh?)