mrbb

I will second the use of a closed cell foam for sitting on, it will both keep you more comfortable and help you sit still longer and also help keep cold from getting from ground to you! there light weight and can be had fairly cheap if you look about!

next as for staying warm, again, so much of this matters on how far you walk and how active or not you are going to be in the cold(I have decades of experience in sub zero temps between hunting working and snowmobiling)
the number one thing that gets you cold again in the cold is sweating from walking in, the body works harder while moving and it builds heat, heat makes moisture, and that heat has to have a way OUT< or it ends up being trapped and turns into moisture under your clothing and then as your body temp lowers to a more normal temp after activity's stop
that moisture then LOWERS the body temp , making you get cold and colder as time passes, with little or not real movement of your body, like as in sitting still trying not to move while waiting for a deer to show up!
you can have the most expensive and 20 layers of clothing on, and you will still get cold if the layer next to your skin is damp and lowering your core body temp!

this is Why IMO< its worth the costs to buy a GOOD base layer!

wool is OK< but I prefer more modern things due to they are just better at allowing moisture to get out, and lifted away from your skin, and most tend to also be softer more comfortable and lighter!
don't get me wrong wool works and is good, but I like other things better!
I do really like SMART WOOL branded sock, as a good base layer for your feet!

from there up, I would go with a good moisture wicking base layer
I have lots of this stuff from cabela's
Cabela's® E.C.W.C.S. Base Layer

NOT really cheap, sorry? and not sure if they have female versions or not?
but it does work well and last a long time and is a great first layer!
I won't have any brand to recommend that is for females,a s well, I never wore any of them, but I do know there are some that specialize in female sized base layers (like SHE OUTDOORS , many times they get other company's like cabela's or who makes things for them, to make and they just add there name to things, so, going to a good store that carries a large selection of hunting base layers(like cabela's bass pro shop) and maybe looking closer at materials and looks , would work here for you!
and one of the main keys to a good base layer is fit
you don;t want it too tight or too loose!, if I had to pick I'd go looser before tighter!

from your base layer up, most decent quality made cold weather clothing is fine, I prefer to stick with breathable clothing to again allow moisture to pass and it will dry faster

as an outer layer, IMO< what you really want is something wind proof, but yet again, breathable!
i DON"T care if it is water proof, in all honestly, I rather it not be, as things like Gore tex and other membranes get brittle in super cold temps and get louder in making noise as you move
and from the thousands of $$ I spent on things with it, it doesn't stay water proof all that long, even when brand NEW, if your in severe rains for long periods of time,water will bleed thru it!
(this is why you DON"T see many in the fishing world wearing Gore tex, they wear GOOD rain gear when exposed to water often and long)

if I plan to be in the rain, I carry GOOD simple rain gear! and much if it is way cheaper than any gore tex made clothing and last way longer!

the main thing to remember when in the cold for long periods is, you need to stay dry, if you walk 500+ yards up hill or over difficult terrain, as an example, and build a sweat, you will get cold after you stop moving , unless that sweat has a way to dry FAST and leave your skin and get out from the layers your wearing!

this is why I tell folks when walking into your hunting spot, wear as little as you can, carry the rest
as you walk you will warm up(or us older fatter guys sure do LOL) being young has its advantages!
but even when young, if when you get to your spot your all sweaty, best advice is remove that stuff, and replace with dry base layers, put wet sweaty stuff in a zip lock baggie(2 gallon baggies hold a lot, and they make larger storage baggies) that is if your worried about scent issues!
getting changed in the woods might not be for everyone or pending where your at

but doing so into dry base layers, will keep you a LOT warmer for a LOT longer and way more comfortable the whole time sitting!

so, the name of the game is moisture control, and a good base layer, is where I would spend the money
the better stuff costs

as for again outer wear, try and find something with a wind proof barrier, under something like fleece outerwear, wool would be fine too, but odds are good outer wear made from quality wool, will be far from cheap(I own some made my sleeping Indian company, and NOT Cheap)

also remember things DON"T have to be CAMO or ORANGE, as long as you wear a legal amount of orange if needed, a orange safety vest that can be worn over anything of any color to make you legal and stay safe!

real easy to WANT to look like a hunter more than its really needed to be successful in hunting!

deer see movement way more than color! and there ears pick up sound better than camo will hide you!