When I was in Rovers(scouting) we used to help run a couple of
snow weekends up Mt Stirling(Vic).
We would build igloos sometimes- lot of work and time. They are warmer
than a lot of tents, and much more spacious.
For sleeping we would lay a space blanket down first then a closed
cell foam sleeping mat, then sleeping bag on top. My sleeping bag
is a Fairydown, rated at -12, well it was when I bought it in 1983.
It still gets used now by my youngest boy, but no snow work anymore!
For clothing, as Komodo said earlier, lots of thin layers works best, thermals if you need them.
Coats such as Swan dry and Drizabone(or other brands) come in handy too. Would often use the driza over a swannee, moleskins, and a flannel,a beanee, good socks etc, toastee warm in all temps.