Not sure if they're still selling them, but Land's End use to sell socks made out of 200 wt Polartec Aircore fleece (slightly warmer than regular fleece possibly). I have a couple of pairs, they are warm enough, but the fit and sizing is a bit weird. Wouldn't wear them hiking (especially since they have bumps on the sole for traction), but for sleeping they are good. Don't remember the weights though.
(I actually tried to make a sock shoe out of the above, by plastering silicone glue on the bottom and sides to attempt to make them waterproof on the bottom. Didn't quite work out so well.)
But for warmth while hiking, i combine a lighter Merino-synethic sock (i like a good amount of nylon in there), with a heavier polypropylene sock outer sock. Polypropylene is quite warm stuff when in a bulkier knit or woven because it's the least thermally conductive material commonly used for garments--thermal conductivity does seem to matter some more for thinner, woven or knit garments as compared to say puffy insulation.
Also, layers of equal thickness to one thicker layer tend to be a bit warmer i think. The Merino-synthetic is for both next to feet comfort and to reduce odor buildup that normally would be bad with just polypropylene socks.