You have certainly heard about it, but to properly resist the cold, there is no need to have the thickest possible clothing, no, just 3 layers of "technical" clothing will be enough. By technique I mean warm but thin and light, and breathable. Various materials from synthetic to merino wool exist, but I have no particular opinion on it, everything will depend on the conditions of your stay in the north, and overall if you can go home in the evening warm, it does not matter in the end.
What is very unpleasant, even dangerous, is to sweat, and then the intense cold freezes your perspiration. Really very annoying, hence the particular importance to bring to the first layer. Do not hesitate to invest a minimum.
The warm and breathable technical first layer
It is therefore in my opinion a very important diaper, which should be both very warm, but in which you will feel comfortable; and especially if you sweat (which for my part is very fast in movement) it should quickly evacuate this moisture and dry.
You will find correct technical underwear from 19€ at Decathlon and up to a hundred euros at Odlo, Icebreaker, Patagonia... Most of the technical sports brands dedicated to winter sports will offer it.
The second layer for heat input
On top of your technical underwear, you will need an intermediate layer.
Easy to remove if too hot, and during sports activities it will need to be warm, and often it will be fleece. Also the fact that it evacuates a minimum of perspiration is important, even if it is much less than the first underlayer. Until this winter, I used bike jackets I found on sale, and a technical decathlon fleece that was quite warm but not breathable enough.