I'm in Minnesota, and I run through the winter. Will echo the Smartwool base layer suggestion. Double smartwool socks. My fingers really like to freeze, so I usually do gloves + mittens with a hand warmer in between. For the negative days, I wear heated mittens (seriously my favorite piece of winter gear, linked below). A buff and wool hat can really help keep heat in and your ears warm.
Mittens:https://www.amazon.com/Mittens-Electric-Rechargeable-Snow-Arthritis/dp/B07L4L3N7J
Base layer: https://www.smartwool.com/shop/womens-shop-all/womens-merino-250-base-layer-bottom-sw019242?variationId=B26 and https://www.smartwool.com/shop/womens-shop-all/womens-merino-250-base-layer-crew-plus-sw000951?variationId=010
Tights: https://us-store.sugoi.com/products/u405510f-womens-subzero-tight
Buff: https://www.buffusa.com/buff-products/women/multifunctional-headwear/thermonet/black/123209.999
Jacket layer 1: https://shop.lululemon.com/p/jackets-and-hoodies-jackets/Define-Jacket/_/prod5020054
Jacket layer 2 (for REALLY cold days): similar to this https://shop.lululemon.com/p/jackets-and-hoodies-jackets/Another-Mile-Jacket/_/prod9490277?color=0001
Socks: Smartwool
Hope this helps!