Hi gringaperegrina,
I also get cold easily, but I have walked more than a dozen times now, almost always starting in very early May, and I have never carried anything heavier than a lightweight fleece. I have a light rain jacket and a long sleeve shirt, and those three things together have always been enough to keep me warm while walking. I also carry short lambswool gloves that have been worth their weight in gold to me. (On the Vdlp, starting in Sevilla in early May, I had them on my hands till 10 am for at least the first week, maybe more, but I wouldn't have wanted a warmer jacket). But your down jacket may be almost the same weight as my fleece, in which case it's not adding much or anything to your total load.
The times I have been cold have always been at night in the albergue. Not often, but a few times. For me, the better option would be to bring a heavier sleeping bag rather than a heavier jacket, but I have resisted the urge so far and continue to bring my very lightweight REI sleeping bag. In the really cold damp places (think Monastery of Oseira on the Vdlp for instance), I've always been lucky to find blankets available to pile on top.
In the final analysis, it just depends on how big a deal being cold is for you, and how much additional weight you're willing to carry to make sure you'll never be cold.
Buen camino, Laurie