Wool. A wool undershirt, thick wool sweater and wind-proof, water-proof jacket has kept me comfortable down to about -15C. You can pickup some really nice gear on the cheap from army surplus sales in Norway at least, but I think it's the same in most NATO countries.
I'd also recommend Mountain Hardware. Some of the North Face's more expensive stuff is good too: my sleeping bag comes from them.
Look for companies that are long standing and have good warranties. These companies have good reputations to protect, and are aware that buyers of outdoor gear tend to be very loyal to companies that treat them well. My family personally swore off Columbia after two of their coats failed us catastrophically, for example.
High quality merino wool doesn't itch (at least not for most people), is naturally odor-resistant and can be super comfortable. I mostly use Icebreaker, but Smartwool and Aclima make good stuff too.
+1 for Icebreaker. Their fabrics are a blend of wool with synthetic materials, and they are the best shirts I've ever had. Unlike other wool fabrics they are very easy to take care of. I wash them just like cotton, no special detergents needed. Not even high spin cycles seem to harm them. (But I've never put them in the dryer, so I don't know if they would survive that).
They may be odor resistant, but for me they still get smelly after two or three days. A lot better than cotton, but not odor free.
The downsides are that even their lightest fabrics are too warm for summer, and the fabric is a lot less mechanically sturdy as cotton. It seems to tear easily. Most of my older icebreaker shirts have a few holes, even though the fabric still looks like new.
The suggestions by the sibling comments are great.
I'm also in Berlin and I use Uniqlo's HeatTech undershirt and long johns under jeans/shirt. They're pretty cheap (€10 each) and it makes a lot of difference. I never feel cold. A good jacket is also essential. Downfeather Jackets are my favourite.
Other than that it's just a hoodie between shirt and jacket, scarfs and "hand-shoes". The Coronavirus mask also helps during windy days.
If you want to dip a toe into this without spending much, 32degrees has a a pretty good sale right now. In the men's baselayers section you'll find shirts for $7, leggings for $9). I think they're one of those Costco brands. I've heard that some of their stuff pills up after a few washes, but that's not really a big deal for me at this price.
I would recommend having a look at https://varusteleka.com, they're the biggest outdoor/surplus store in Europe, and they ship just about anywhere. Their wool flannel shirts and field shirts are the best I've ever owned, as are their worker wool pants, and they have enough merino clothing to layer for any weather.
Aside from the own brands, they often get very good surplus winter gear in, like thick Swiss knitted wool sweaters, Czech parkas, Finnish wool pants and so on.
My current winter outerwear workhorses are a Czech parka and a pair of Finnish M65 wool pants, total cost less than €50. With long johns and a woolen sweater underneath, I have yet to encounter winter weather that would make me uncomfortable.
Ditto, I am also interested on any input from others who have dabbled in the field that OP mentions. Being from the Northeastern United States, I have always just picked up base layers of various thickness from L.L. Bean, like this: https://global.llbean.com/shop/Long-Underwear-Base-Layers/51...
I don't think of this as a technology or expensive, though. They are somewhat pricey, but can be worn for many winters and thus have good value.