Yes, has to be layers - and it doesn't really matter about fashion out there. Just buy some extras in really cheap shops if you need them ... keeping the head covered is most effective ...
but - apart from winter weather - I don't understand this coldness thing, except, so many come from centrally heated homes, centrally heated cars, centrally heated offices - being cold is ok you know, gets you going, you enjoy that first hot drink, seeing your breath on the air, the way sound travles differently when it is cold, the sound of your feet crunching on the ground, the scattering of yesterdays bread to feed the birds ... I quite like it..
Two things about bedtime (three), wear a hat, and don't move much - it is you who warms up the bag so make a cocoon of warm air around you by lying still, and with your breath leaving the bag, not condensing inside it and - important - make sure your bladder is empty by not drinking too much at night. If your bladder is fairly full in cold weather you will be cold in bed.
Oh, that's four isn't it!
And unhunch the shoulders - if you are relaxed you won't be so cold.
Alright, five.