Late to the party, sorry about that!
Would you consider adding a down skirt to throw on over the leggings? Even fleece lined tights/leggings don't keep me toasty when I walk outside on the coldest of days especially if there is a wind. Outdoor Research skirts are my favorite but there are many others around.
Also, my best fleece lined tights came from Title Nine. Cozy, warm and sleek enough to wear under the skirt without adding bulk. Good luck and I can't wait to see what you pull together!