I always carry a Balaclava. They come in various weights and even a light nylon one works well. Sometimes I do put on a “sleeping jacket” and ... hard to put into words ... I’m warm but not comfortable. Maybe it’s a sense of confinement. Maybe it’s because the “warmth” is just in me and not creating that surrounding cloud of warmth when I just wear light jammies. And there is absolutely a difference between “cold” at or near 32 and cold at 10 and lower. Except for a few days a year, the majority of my cold days are 25 or warmer. Or as they might say in Minnesota, “... the sun belt."