Snow camping last winter I had a similar experience to Roger; I layered up gloves thinking more gloves=warmer hands. The gloves weren't sized to fit over each other and my hands got really, really cold. I took one pair of gloves and hopped around to get the blood flowing again, put back on only one pair of gloves, and my hands were much warmer.
As far as sleep clothes, last year I tried using a dedicated pair of merino base layers for sleeping. Stripping down to take off my 'day' clothes and put on my 'night clothes' caused a lot of lost body heat. This year I'm going with the Mike C! method of putting on a baselayer set that stays on from the start of the trip till the end. In 10 degree weather, using my 15-20 degree quilt combo, my layers for sleeping would be: BPL Merino boxer briefs, 100wt powerstretch tights, BPL UL Hoody, Patagonia R1 Hoody, Marmot Precip full-zip pants. These things worn all day. For sleeping, I'd add my BPL Cocoon parka and pants over this.
The only time I was out this year it was 25, so this is still untested.