Couple things:

Underarmor "heatgear" is for wearing in the heat, not the cold. Their Coldgear stuff is for the cold.

That red and black suit looks... super sketch, ha. Something like this would work for tights under running shorts, and then wear some poly underwear beneath them. For up top, a long sleeve poly top will be good; doubt you'll need a coat.

You'll feel cold when you walk outside, but once you get going it should balance out. You don't want to be warm when you walk outside. If you're interested in more, I did a whole video on winter running gear which dives deeper.