I'm not sure which Under Armour gloves you have.
I have the under Armour Release Gloves, They are kinda hard to find sometimes, but they are snug fitting, easy to shoot with, and are not paper thin but are not for freezing temps.
That being said, if you go with a good fleece hand muff, throw in a heater pack on really cold days, you really dont need any other gloves at all, unless it really gets out of hand cold.
for shot gun when its real cold and can go with a heavier glove, you wanna go with a fingerless glove with a pull over mitten top(this is key), Thinsulate preferable, wear your release gloves under these and you are good to go.
No reason to ever have cold hands.