This is interesting! I've gone through several Colorado winters kilted, and have never had any problems. I wear my wool kilts military cut, which means a higher rise, so I can snug my kilt down to cover my knees when it gets really cold. Otherwise, I just layer my hose. I'll wear Lewis Rich hose with a pair of say WB wool blend hose under them, and then I sometimes get almost too warm!! The other suggestions given here do sound like good ones, though- the long undies being cut off sounds like a nice, toasty idea!