The long dark wolfskin coat

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If it's too fragile for you, you'll have to go with something heavier.

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If you don't have an Expedition, a Windbreaker is one way to fight the wind with little weight and no mobility penalty, though you'll be repairing it a lot. If you can't find lighter warm gear, or you are playing a long-term game and need to conserve cloth, it's worth crafting. The Wolskin coat is light enough to have a bit more utility. The Bearskin coat is ridiculously heavy, but it's good on Interloper or for doing daily tasks outside to help avoid Cabin Fever if you are holed up at home.