Ditto what everybody said about layers and bushings
It was 39F when I skated this morning, sun was out, not that bad.
Stretch / excercise before you go out too
I personally buy into the Uniqlo Heat-Tech with Japan technology and also Primaloft from LL Bean. Most skate brands are not good to wear for outwear, but maybe the new stuff is better?
OP, everyone will tell you not to listen to me, but I do this and it helps: bake a couple small potatoes in the oven (not microwave) and wrap in foil, and keep them in your coat pocket along with a little bottle of your favorite hot sauce. The potatoes will keep you warm for hours and since you have a winter coat on who cares if you're not as mobile as usual, that's not the point. And when you are hungry you peel them open and put on the hot sauce and you are golden. Another trick is lots of boiling tea that has steeped for at least for minutes.
Also, telling yourself "it's not cold" works to some degree