I'm new to kilting (this January). I wore my heavyweight SWK for smoke breaks in -25C. It was quite bearable whereas jeans I would've froze my assets. A heavy wool sweater would help considerably as it is the torso that you have to keep warm, that and your noggin. Realize as hyperthermia kicks in, blood is shunted away from your appendages to try to keep your organs warm. A good kilt will block wind and hold heat in somewhat so move from heat vent to heat vent, nobody will know why your smiling but at least you'll be the only one that is.