12:12 a.m. on January 8, 2013 (EST)
Well, from your post I am not 100% certain what if anything you have bought(other than what you said you wore on your last trip). That all being said here is my take on your situation:
I think, like you that you were "almost" there but a little on the chilly side. When moving its alot easier to stay warm, the real trick is when you stop for rest breaks and to make camp.
Lets talk about your torso first.
IF you were cold while actively moving while wearing a l/s synthetic shirt, a fleece vest, and a rain/wind shell and the temps were lets say between 20F-40F. I would first ask if you were wearing a hat? were you wearing gloves? were you wearing a balaclava or buff? You can easily get chilled if your extremeties are cold(head,hands,feet, and neck). Even if they didn't "feel" cold they can still be the root cause. I personally think that you could fix your torso situation by simply adding a hat, gloves, balaclava or buff, and changing the fleece vest out with a full fleece pullover or fleece jacket. You can get a wide range of selection by going to a local thrift shop such as a Savers, good will, salvation army etc. I do alot of my outdoors clothing shopping at such places and get some nice gear. I have found many name brand outdoor clothing items for only a dollar or two each.
For your legs I am just guessing that you were fairly comfortable? IF you wern't you may want to consider going to a thicker pair of pants in the winter time. I don't use convertible pants in the winter, i switch to the BDU pants personally.
For in camp, you just want some insulating layer to put on in addition to your other DRY layers. If you are sweating during the day you are doing it wrong. It is better to be slightly cool and dry, than slightly warm and soaked in sweat. A cheap puffy jacket(down, primaloft etc) works great for camp. You can also find these cheap at thrift stores. If you cant find any, check out places like llbean, eddie baur, or even old navy, they tend to have cheaper basic down jackets and vests. In the temps you describe I would probably be find with a fleece jacket under a wind shell. But i also always have a pantagonia nano puff with me to put on during rest stops and in camp, which layers nicely with my other items.
This is my layering system for my while actively moving. For temps lets say 0F-32F I layer as needed:
Head: Smartwool thin beanie, Mountain hardware wool beanie(thicker) with a built in balaclava.
Neck-balaclava from the 2nd beanie
Torso: Capaline 3 l/s, columbia l/s hiking shirt, WW2 SAS wool sweater, Stoic Vaporshell
Legs: Capaline 2 long johns, Winter weight BDU pants, ECWCS gortex shell pants. **95% of the time I only wear the BDU pants unless it is bitterly cold out.
Hands: fingerless ragg wool gloves, OR flurry gloves, OR endeavor shell mitts
Feet: smartwool or darn tough wool socks, insulated TNF Arctic pull on boots, OR croc gaiters.
I add and remove layers as needed, but typically dress very light if i am actively moving. Unless it is bitterly cold or REALLY windy i usually only have on my capaline 3 l/s and my columbia shirt, smartwool beanie, and bdu pants.
In camp the only changes are i put on dry baselayers if needed, and I have a pantagonia nano puff or a llbean waxed cotton down jacket depending on the temps that trip, and a pair of cabelas down long johns. Those down long johns from cabelas are the best item i ever bought! They also have a down long john top as well, and both are on the cheaper side.
In summary I think you are pretty close to target, and see no need to go droping major cash on new clothing when you only need some very minor changes/tweaking.
Hope that all made sense and helps some. By all means ask questions!