I highly recommend looking into websites like Eastern Mountain Sports, REI, and the like. Check out the stuff they're making for skiers, winter hikers, and the like. The stuff is ultra-thin, breathable, warm, and doesn't restrict movement.
Try to find at least one pull over shirt with thumb holes to keep the fabric from riding up your arm.
For gloves i typically wear a pair of tight glove liners under a pair of winter golf gloves that are one size larger than i normally wear. Small pocket warmers on the back of the hands are nice too.
Thin sock liners under wool socks works pretty well.
I wear a balaclava and an additional neck warmer.
Cookie makes a nice helmet with mesh at the ears which provides warmth while allowing you to hear.
The warmer you keep your core the more blood will flow to your hands and feet. Better to sweat than to shiver up there.
A lot of the CRW jumpers here (and other jumpers, me included), have a warmsuit from Rainbow Suits (Germany). They last pretty well forever even when doing CRW and it is a warm and comfortable suit. Might be the best skydiving purchase I ever made
I've found the warmest thing to do is layer your thermals underneath with fleece overtop and then a light windproof layer over the top of that. This prevents the wind from chilling you and keeps the heat from your 2 under layers from escaping. A great little tidbit is using exam gloves (I use nitrile, but latex works as well) underneath your gloves, keeps your hands toasty warm and then you don't have to use bulky gloves. Additionally, I put on my neoprene socks that I use when running rivers over my regular socks, helps keep heat in the feetsies too!