I play a fair a lot in late Fall when temps approach zero.
I wear a base layer , long sleeve shirt that wicks moisture away and helps keep you warm.
You can also find the same in leggings/lower body wear.
I use fleece pants and wear a fleece quarter zip over the base layer shirt.
On the outside I use a good , lightweight, breathable , wind/rain proof shell. I have two FJ jackets and Columbia pants.
Thermal headwear and use skidoo mitts on my hands between shots ( easy to slip on and off)
I also have a heated ( battery operated) fleece vest that I bought on Amazon that is fantastic for those really cold days.