I confess that I dress lighter than many people, so take this with a grain of salt.

For those temps, I'd probably wear thermal knickers or light tights (depends on wind), short-sleeve wool jersey, arm warmers, and my convertible jacket. I'd add a Buff, my lighter-weight winter gloves, wool socks, and toe covers. I might bring a lighter skull cap and lighter gloves, just in case.

Being overdressed just sucks the energy out of me in a way that being chilly doesn't.