I've lived most of the last 30 years between Chicago, IL, and on Lake Superior in Minnesota and Wisconsin.
Layering clothing became important when walking half a mile or more to the supermarket in -30 / 40ish. -50ish in certain pocket areas like Cloquet and Bayfield, though less common.
Thrift shops usually have good and inexpensive snowsuits or ski outer wear. Because I used to walk the shore of Lake Superior almost daily, I got in a habit of wearing two snowsuits, Yaxtrax, carrying a bottle of water, and staying in public areas even if that required walking a longer route.
The wind below zero is no joke, so wearing three scarves over a hat was also a habit.
To keep snow out of my boots, I bought a pair of zippered 3/4 calf high boots. Tucked the inside snowsuit into the boot. Pulled the elasticized ankles of the outer snowsuit around the boot.
Never did surf Lake Superior though :.) I'm game to try most things once, but that one is over the top.