I don't get what you are saying here? Of course people who live in arctic or sub-artic places don't sit outside for hours. They either bring some shelter, build a temporary one or do the herding or hunting they need to do outdoors. My point was that you probably wouldn't need or produce magic solutions to mundane problems (except if it's a high-magic setting that is).
Snow is a really good material for building temporary shelters. Either igloos or snow caves (I spent the night in one, the temperature inside is just below freezing no matter the outside temperature). You can also use tents, but they are a lot colder. At the same time, they are way less time consuming to setup.
On polar expeditions like the one Amundsen (first man on the south pole) went on, the main problem wasn't the cold, but the food. You burn a lot of calories in an arctic climate, I think something like 6-7000kcal a day. This means you need atleast 1kg of food per day. In addition, you need fuel to melt snow so you get enough water.
Enough about the general arctic survival stuff, the above survival techniques works fine, but if you have a winter storm, marauding wargs, white dragons or whatever, it will affect the situation. Let's say the characters are forced to flee from an overwhelming force. This would probably mean leaving essential survival gear behind and overcoming nature as a second challenge in addition to losing your hunters. An attack during a fierce storm while camping in tents might mean some of your equipment gets destroyed. Disastrous. A second challenge might then be to track the attackers down after beating them and taking their stuff.
In other words. For a setting where the PC's are assumed to know how to survive in the cold outside, assume that the PC's have the appropriate gear. Then use scenarios as described above to use the cold environment as a central part of the adventure/campaign.
[off topic]This winter in Norway has had plenty of days with gale+ force winds up in the mountains. I was up there on one of those occasions (in a nice cosy cabin just below the tree line). It was pretty hard to go cross country skiing (near gale winds), and above the tree line the wind was just below full storm. You basically won't be able to do anything except to dig in. The day before it was sunny and nearly calm. The difference was quite spectacular. Snow blown by gale force winds feels a bit like ice needles on unprotected skin and if you don't have any protection for your eyes, you risk permanent eye damage.[/off topic]