You might consider getting an MRE heater and hot beverage bag out of the trash next time you have a field training exercise. If you can't light a fire for whatever reason, you can use them to make a hot drink and as a body heater to fight hypothermia (and fear, much better to sit down and drink hot chocolate if you're lost then wander around in circles). Since you're already carrying water, they'll add almost no bulk or weight to your kit (important since you're already carrying a ton of ammo, body armor and water).

Also a neck gaiter and a pair of silk or polypro glove and sock liners. Again they're small and light, but they'll really make the difference in how cold you are.

Nothing new, but stuff that might not jump right out at you.