Thermal clothing for cold weather is a difficult problem. They have to keep you warm when you're riding easy and riding rapidly downhill and not overheat you when you're riding hard or climbing. I've tried different manufacturers but have ended up with Pearl Izumi. They have three levels of thermal and the middle level works great for me in the SF bay area while the upper level probably works OK in Snow Country.
Remember your hands - working thermal gloves are even harder to find than jackets. Any pinching between your fingers cuts off circulation and your fingers not just go numb but can stop you from having control of the shifters.
Thermal tights are easy to find. Thermal socks are not - use wool and if it is especially cold double them up.
Also have thermal caps to go under your helmet with ear covers.
Have a set of SpD off-road pedals and deep off-road shoes to use on your road bike. In the winter you get the advantage of a pedal that is easier to get in and out of and a traction surface on the bottom of the shoe. Most road shoes are designed to keep your feet cool and not warm and have a lot of vents so watch that.