As someone who was born in the UK to Pakistani parents, worked in Brazil, but now lives in Hong Kong, my sense of hot & cold is now all over the map (both literally & figuratively) -
I visited the UK with a raincoat & boots last year, only to find that I should have packed my HK wardrobe since we had a heatwave there (but without the comforts of home AC that you typically get in more subtropical climates)
The best way I've found to deal with Big Heat is to analyse your particular 'pain points' & then dress accordingly. So, for me, I prefer to keep my underarms, elbows, thighs & knees covered because I cannot stand the skin on those bare areas sticking to one another (TMI sorry lol, but everyone has certain parts where they don't like to feel the sweat)!
As a result, I tend to favour tightly 3/4 sleeved tops, and longer bottoms with either slipshorts or bandalettes underneath (to prevent chub rub). Other folk prefer to dress loosely all around (nothing binding at the waist is a common complaint) & yet others still prefer tank tops etc (because feeling the breeze on limbs is more comfortable to them than sweat etc on clothing).
The other thing is that the type of warmth can feel different according to where you are - not sure how to explain it but Brazilian sunshine felt 'softer' whereas HK's feels quite 'sharp' on my skin (I burn much easier here & differently, with milia instead of redness). So I keep a sunhat with me in Hong Kong because my scalp etc feels the sun more.
Lastly, not all fabrics are made equally - & even within fabrics, there can be different weights & finishes. E.g.
some viscose tops & dresses are fine, but heavier rayons feel claustrophobic in the heat because they don't breathe as well. Similarly, I can't deal with synthetics like polyester on my top half, for example, but polyester jersey skirts are fine since they won't stick to my legs.
As for cotton, I can do a medium weight on my bottom half but my top needs a lighter weight - similarly with linen, I find the stiffness can actually feel more restrictive in the sun. For work, I prefer silk on top, & will actually bring a change of top for before/ after my commute (usually I bring a blouse in a similar colour to get changed into).
Sorry for such a long comment, but I hope (at least) some of it was useful to you? I've found Europe can often feel hotter these days because much of the infrastructure is not built to deal with it (whereas 'typically' hot countries may still be increasing in temperature but you don't feel it as much because they can accommodate it). I sympathise!