Bear in mind that a lot of Scotland is on the same bearing as a lot of Alaska...
I wear a kilt in winter and I'm just fine. With a good pair of hose it keeps out the rain, snow and the VERY cold winds. And because the rise on a kilt is so high and there is so much pleating in the back, it keeps your innards nice and toasty,too.
As for your family jewels, a kilt acts like a bell and keeps all the warm air underneath it. So unless you are in a habit of lifting your kilt above your head you should be just fine.

Try it out and see how you feel. If not, a good pair of thermal boxers under your kilt isn't going to shame you.