I've motorcycled down to -15C, and had vodka freeze when I'm camping.
(To be fair, I would avoid either of those given the chance to do it again.)
If your fingers are cold, and you're already wearing relatively good windproof gloves, there's one of two problems. 1. You don't have enough layers on your torso. 2. You don't have enough calories for your body to make heat.
If your legs are cold, you generally don't have enough layers, or don't have a windproof layer. It's likely worthwhile to buy a set of long underwear bottoms; it'd be overkill for someone from a cold climate, but you're not from a cold climate! Alternatively, assuming you're a size that fits women's tights, those work A-OK under a pair of jeans.
If your toes are cold but your hands are fine, upgrade socks or boots. My wife hits this a lot, and found that Danner Raptors - a $150ish boot - kept her feet warm all winter.
Finally, find a windproof hat. A knit beanie is nice and all, but if your head is cold - or wind goes through the hat! - you'll never otherwise be warm. I have this hat, which is fiercely fucking ugly, but works, as it's both warm and windproof and covers my ears. https://www.amazon.com/Mountain-Hardwear-Unisex-Dome-Perignon/dp/B01AVC5HD6
TLDR: gearing up helps quite a bit with the cold. It's still unfortunately cold, and from time to time, I wish my friends lived somewhere warmer. ;-)