You can look fancy without getting cold… a maxi skirt/dress is good, as there is air under your hem —> warm. Also you can wear double stockings underneath and no one can tell. Thermal leggings/tights are the best. Wear them under normal leggings and you’ll be fine.
Dress in layers. If you are outside, wear sweaters and cardigans under your coat and take them off when you’re indoors. If you have fancy hair and don’t want to ruin it, wear ear muffs or a headband that covers your ears. Wear wool, cotton or some clothing made of natural fibres (sorry my bad english) no polyester or things like that.
Footwear: “combat boots” are really fashionable now, you can wear them and wooly socks inside. There are very good looking heel boots made with a warm lining. Take a size too big so you can fit thick socks into them.
Wear a scarf as a accsessory
I hope this helps… i live in Finland and i love to dress up we get extreme cold here as well!