The only tight layer is the first.
My winter set up is:
First layer: tight top + bottom wool long johns (in sure there is a proper term for em, but it's what we called em)
Second layer: loose wool onesie I got from Roots.
Third layer: loose sweat pants + hoodless sweater
Fourth layer: loose insulated work pants + work hoodie
Fifth layer: snow pants and jacket
This gets me through winter in Winnipeg and rarely do I get cold.
Physically restraining the problematic dog.