When shooting outdoors in the cold weather consider the following:
Dress in layers.
The base can be a t-shirt or in colder weather, lightweight long underwear. A flannel shirt over that will help keep the warmth in. Any weight hoodie jacket (full zipper) with hood should be light weight enough for movement but keep you warm. Over that, wear an insulated vest. This will keep your arms free. The hood of the jacket will be enough to keep you warm without having to have a heavy hood from a winter jacket. Puffy winter jackets will get in the way.
Some type of headwear is necessary. A wool cap is good if you do not have much hair. I like the winter head bands to keep my ears warm but with lots of hair I find a full hat can be too much. And if it does start to feel cold between shots, I can pull the sweatshirt hood up.
Any comfortable pants where the bottoms can be tucked into your boots to create a seal will work. Jeans are fine. Layered with long underwear you can be warm for hours.
For footwear, any type of light weight hiking boot is best. Above ankle height is best to keep your pants secure and keep the rain or snow out. Hiking socks can help as well.
Whenever possible get materials that will wick sweat away from your body.
I always wear a bandana, even before Covid, to add warmth or wick sweat away.
Keeping your hands warm is the hardest part. When I did 3 D Shoots in the winter, we would be out in the cold for up to 4 hours, but we were walking over a 2 to 4-mile course, which helped to keep us warm. I would put disposal hand warmers in both pockets and keep my hands in my pocket whenever possible. Wearing gloves when shooting is not easy, but it is possible. At our outdoor range, you will have access to the front entrance of the building and the bathrooms so you can get in from the cold. I recommend you have a thermos of something hot available as well.