I only do road cycling. And although I do own a pair of Pearl iZumi “lobster gloves”…a few years ago I resorted to using straight up windproof/water resistant mittens. (And I purchased them at a close-out store for about $10.) And, at those times when my thumb gets uncomfortable cold like you described…I simply slide my thumb in with the rest of my fingers so that it isn’t isolated. Like that, it can take advantage of the warmth of the rest of my hand, or, if I’m using a hand warmer. There’s strength in numbers…which is shy I switched from the lobster gloves to mittens to begin with. Obviously braking can be problematic…especially in an emergency situation. So, you have to be ready for that. But my road routes in the winter are generally in areas that don’t require much braking. If I get into an area with more traffic, or more braking required, I put my thumb back in its sleeve.