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By the way, the major long underwear manufacturers don't use wool in their products, they use fleece.
Actually, I might dispute that. Probably the top half dozen makers of high quality under garments use Merino Wool for both their underwear and socks. Check Smartwool, Filson, Ulfrotte, Ice Breaker, ect., all Merino Wool and those are the best you can get anywhere at any price. I have wool under garments and think they are excellent. I also have some new "hi-tech" polypro type under garments and like them pretty well. The poly type stuff does transfer moisture well, however, IMHO it isn't as warm as wool.
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the key is to stop the wind and water with a quality shell.
There are also a couple of other keys. The clothing must transfer moisture and wick it away from the body, and, breathe to allow that moisture to evaporate and escape. You can stop wind and water with a plastic trash bag, however, you'd be just as wet on the inside because of sweat and condensation.
I'm not disputing a good Gore Tex outer shell isn't a handy thing. The you can layer underneath with various garments to provide insulation and to wick moisture out. I do that during the firearms deer season here. We must wear hunter orange and there aren't a lot of quality wool wear that come spun and dyed in that color. So, I have an orange Browning Gore Tex shell parka length for an outer layer. That gives me the orange color I need to satisfy the law, breaks wind and water, and breathes pretty well. Then I layer underneath that with various wool or fleece garments to adjust for the temperatures. The shell doesn't provide insulation, so on warm days a light shirt might be all that I need under the shell and am still comfortable. Cold days will get layers of fleece and/or wool. Not a bad system.
However, when it's cold, and going to stay cold all day, then a wool parka or jacket and pants are topnotch outer wear too. Wool breathes well, blocks wind, insulates, can even soak up to 3X it's own weight in water and still provide insulation, is quiet, and wears like iron.