My current winter shell clothing is:
Pants: Marmot Scree softshell (nylon)
Gaiters: Rab Hispar eVent
Jacket: eVent Packa (pack cover part of this is silnylon)
I backpack mainly in Ohio and the mountains of West Virginia, but I also used this in the UP of Michigan with night/morning temps down to 10F. The Packa worked well to block wind with reasonable breathability as long as I used the pit zips and front zipper to ventilate appropriately. My back seemed to be a little more sweaty due to the non-breathable silynlyon pack cover part. I think I'm going to go with a non-membrane softshell for next winter though, something like the Patagonia Guide jacket. I think a windshirt would work ok too, but my guess is that a polyester weave material would be more breathabile once temps hit around 0-10F because the nylon would tend to ice up and block vapor transfer.
I've been using wool or fleece gloves without a shell, but I'd recommend some type of shell to help keep them dry. Without that, they collect snow, and then it melts. Simiarly, gaiters are critical to shell your lower legs, which will be constantly in the snow.
Also, keep in mind that there are two types of cold:
wet-cold: temps at or above 15-20F
dry-cold: temps below 15F
In general, in wet-cold conditions, treat all precipitation like rain. In dry-cold conditions, breathability is the emphasis because snow isn't going to melt, and if it does, the air is dry enough that dries quickly or freezes on the outer shell layer.
If you dress for wet-cold in dry-cold conditions, you'll have breathability challenges. If you dress for dry-cold in wet-cold conditions, you'll get wet from precipitation or falling into the snow. It's much easier to stay dry in dry-cold conditions.