Not a kilt story, but relevant here. When I lived in southern Africa my rainwear, like that of everyone else in rural Lesotho, was a woolen blanket, worn pinned at the shoulder. That was also my only winter coat, up in the mountains where - yes - we got regular snow. And it often served as additional bedding.

I've also done outdoor theatre - medieval and early modern stuff - in 'period' costume, in cool damp weather, and can attest that synthetic tights are no substitute for woolen hose. Wool is great.