Currently the only way to explore cold biomes is by equiping cold weather gear in your armor slot. The starter cold weather gear has a very low armor rating. I am not far enough in to know if higher tier armor follows suit. I believe the warming effect of clothing should apply when clothing is placed in either the armor or vanity slot. Don't see why I can't put a warm coat on over my armor. Warming could also stack in both slots ala bundling up in layers. thoughts?