Assuming my tolerance level to cold is low, for average temp between 3-5Deg, also maybe spending 2 days at the mountain in Switzerland (not sure the temperature). To summarise the stuff needed:
Layer 1 - Good quality thermal set (heat tech from uniqlo may not be enough for me)
Layer 2 - Long sleeve tees
Layer 3 - Good quality fleece jacket (any recommendation)
Layer 4 - down feather parka (any recommendation)
Accessories - wool beanie, leather gloves, wool scarf, wool socks
I missed out anything? Think is time to slowly get ready my stuff.

Not clothes but for footwear, can spree fake UGG snow boots from Taobao. Got mine with sea shipping for only ~SGD15.
Snegg: It depends where you are going. If just UK, we don't get very cold winters. So layering with fleece and winter waterproof. But if going skiing or places with thick snow cover, you will need better thermals layering with fleece, soft shell etc. Impt things are scarves, caps and gloves.
While Beta Tester, you are going to spend quite a few hours outside for northern light viewings...so may be in negative temperature. So your thermal base layer is important. I used Merino (from Ice breaker) as recommended by many...much better than synthetic base layer, and again layering is important.
Good quality fleece......soft shell etc.
Hmmm...you sound like my wife whose tolerance level is low
For some reason, she gets blue black on her face when it gets too cold (around 0 - 5 degrees). Not sure if others are susceptible to it or if there's anyway of preventing it.
Might not visit the northern lights afterall. But I think I need a good thing to keep me warm. I believe it might snow or at least be at minus degree.
Where can I get these clothes? I will go shopping for it soon.
Milan Copenhagen Stockholm should be my port of call.
You may want to check out the jackets from North Face. I bought them last year during their sale period and thought they were pretty good.