How well does that mitten effect work when you are getting gusts of wind? I don't remember the wind from last winter (wasn't that important) but just today the wind was playing with my kilt while walking around school. I didn't get any air conditioning but I imagine that you could quickly loose that pocket of warm air with enough wind.

Also when you say long coat, do you mean full length or 3/4? I have a 3/4 length leather coat that would definetly hold my kilt down but I'm not sure it would look right.