Another option is just getting wet and learning to deal with the cold. Then chuck on some warm/dry clothing at night. I imagine people have done that for thousands of years.
Take cold showers every morning. Don't wear socks or gloves. Wear as little clothing as possible when going out to town on a cold/wet day. Swim in cold water. Go barefoot running on frost covered grass. Don't put the heater on in the bedroom at night. Eventually you'll build up a healthy resistance to being cold.
As for goretex and similar lightweight fabrics - I don't like them, but they've got their place. It matters little whether you pay $300 or $1300. None of them are built to last, but they're typically very comfortable to wear while they're still intact. So just pick one that suits your budget and roll with it.
If you can handle a bit of weight and you want something that will handle heavy use, look into felted wool, Ventile (cotton), or waxed canvas and/or leather. Usually pretty expensive, but hard-wearing and easy to maintain.
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