Short answer: put on your parka.
Long answer:
I noticed by your profile you are not yet trained in your trade, my advice to you is simple. Until you get a couple of winters under your belt and identify specific deficiencies in your kit, don't waste any of your hard earned dollars. While better exists out there countless forays up north and cold wainwright/petawawa/valcartier winters have proven that what you are issued is more than sufficient to keep you warm and dry when used properly. The key to it all of course is tailoring your equipment to your mission, the environment you will be working in and your activity level. This is generally accomplished by understanding the principle of layering and how your body looses and produces heat and ventilating. If you aren't sure what should be worn when and how much seek out a mentor or use your chain of command as ultimately they are responsible for your health and combat effectiveness. I am willing to bet among all the wealth of experience on this board that I am not unique here in that I have ordered younger troops in my section to change socks, or to remove heavy clothing before marches or intense activities and all sorts of other bonehead moves made due to a lack of experience.
While you say you are getting really cold it is not very helpful, the problem is more complex than that. Where are you cold? What are you doing? What is your mission? If for instance you put on all this kit because you are freezing your sack off and then go for a nice long walk the problem is probably you are sweating like a fiend and the moisture is to blame. Maybe your kit selection would be fine on the march but inadequate for standing around doing VCP's all day. Some people have cold heat and hands, others, myself included have very hot sweaty feet and have to take pains to keep the feet dry, the socks rotating and my feet powdered. You have to experiment and find out how you as an individual experiences cold and what combinations of things keep you warm. What I am getting at in my round about way is before you start spending $70 for underarmour cold gear shirts, find out what the reason you are cold is and then address it, through what you are issued hopefully and if nothing fits then go looking, but i mean hey ... its your cash. Just keep in mind all the $100 shirts in the world wont keep you warm if you are making $0.10 decisions and knowledge and experience will keep you much warmer than anything you can buy. Ive run on at the mouth long enough, if you cant find a mentor, read through the winter warfare pam (
http://www.army.forces.gc.ca/ael/pubs/300-002/B-GL-323/003/FP-001/B-GL-323-003-FP-001.pdf) if none of that helps don't hesitate to send me a PM and we can hopefully get to the root of your problem.
As for your specific questions, yes I personally use UA cold gear shirts because the issue ones tend to bunch up on me when moist and give me chaffing like a son of a *****. They are decent but pricey and better is out there.
Yes stealth suit jackets work but they keep you warm by keeping the water out and your sweat moving up through your other layers. They are a one ply garment with almost no insulative value.
To recap, my advice find out why you are cold and tailor your (ISSUED!) kit to solve the problem.
Up the Guards!
daniel
(all that said I am foaming at the mouth for the first run of ICE Tactical's CADPAT TW hardshells to be complete, Matt Fisher and crew are determined to make a pauper out of me ...)