2/ LAYER 2: INSULATING
To provide warmth, you need to wear a second layer that insulates you from the cold. This is the what a pullover, fleece or padded jacket is for. Be careful to manage your clothing layers correctly, particularly the 2nd layer, depending on the intensity of your effort. If you are climbing and can't be bothered to remove your fleece for example, you will sweat more and will be wet, even if you are wearing a breathable first layer.
You can also opt for clothing with ventilation zips (ventilation on the neck, under the armpits) to help you regulate your body temperature. A softshell product will protect you from the wind when you are exerting yourself, it is known as active insulation. You won't need to add a padded jacket to stay warm when you take a break.