I would look for wools that had a wind proof lining rather then looking for thermals that will block the wind. Cabelas Outfitter wool has two options in the wind sheer lining and the dry plus lining which is wind resistant I think. Also the Gray Wolf Woolens has a wind proof liner on some of its wool clothing. I also have an old old Woolrich jacket that I wear sometimes which is quite good against the wind(too bad its bright yellow!), and my father has the big red checkered Woolrich suit that is pretty wind resistant as well.