do you have any chance to workout inside? If yes, i would recommend you training at least the core and leg part of the workout inside your room/house whatever!
Like yam said, a good warm up is essential and even during the breaks you should do slight jumpes whatever do keep your body warm! :-)
you should not wear just one big jacket, try to wear more than one object, for example a shirt, sweatshirt, small jacket, big jacket :-) you can decide during the workout whether you want to wear anything or not.