I don't have any Coldwave gear but I use breathable shells for the exterior layer.
Your best bet is to get some capiline long underware for a base layer. There are many mfgrs, the streach variety is best. Sometimes on warm days this is all I wear. The next layer should be some kind of fleese at least for your upper body. The great thing about a shell is you can adjust the layers for the conditions. Usually I never wear more than two pairs of longjohns under my ski pants and a capiline turtle neck and a heavy fleese under my jacket.
Just remember not to wear cotton! You want a material that will "wick" the moisture from your body and allow the moisture vapor to escape through the gore-tex. The fabric should also retain heat even when wet. Cotton will do none of these, wool is a little better, synthetic matls work best.
