Long underwear, felt or insulated insoles for the boots and pants able to stop the wind. Most people are surprised at how much heat they lose through their legs and the soles of their feet.
You might even want a scrap of foam insulation to stand on.
Mitts are warmer than gloves, and a spare pair are light.
Toilet paper can be a pack or two of tissues (Kleenex?) instead of a roll.
A hoody under the jacket might be nice if you don't have a hood on your coat, but at least a sweater of some sort.
Water bottles can have cords tied around the neck and be carried over a shoulder or hung from a belt loop.

Will they allow a fanny pack?

edit: add a thermos of something hot to drink like tea, chocolate, coffee, soup or something like that.