Your guru of gear is more than happy to offer you some priceless pearls of pedantic pedagogy relating to winter shooting. When you shoot English sporting in winter wear your shooting vest over a sweater and turtleneck, but under a heavy coat. When it is your turn to shoot, take off the big coat for the minute or so that shooting will take and then put it back on until the next station. This does not avoid swaddling yourself like the Michelin Man for 5 Stand, trap or skeet, but it will let you glide through the next two or three Travelers monthly matches of English sporting in relative comfort. The key to warm feet in winter is an extra felt innersole under the foot in addition to the standard felt liner.
Gloves are always a compromise.
If they are warm, they are too bulky for shooting. If they are not too bulky, they are not warm enough. You also might consider a small change in your ear protection for winter. Ear muffs, rather than ear plugs, can make a world of difference if there is a bit of a wind chill. Lastly, but perhaps most important.