My opinion is that the best way around this all is also the most obvious way but also the most time consuming. Variants of armours in looks. Adding a “padding option” is non-immersive and looks ridiculous for some armours.
On Yamatai for example, its ok. They already are made for a warm climate yet their look can easily imply they are for cold as well. Aquilonian on the other hand has some visuals that clearly do not work in the cold.
Not that it matters to them anyway, since Vanir light and medium are practically naked as well.
With armour variants though (not the same armour with just different stats, except for the ones it could work) we could get say an Aquilonian armour with a lion pelt cape, etc. For armours that look like they are too hot, a variant with some open areas to it to look like it can be cooler as well. Like the Vanir heavy, the normal one we have now could be the variant that is for hotter climate, and they can design another variant that is for cold.
Again whatever armours can get away with both, we can have a selection for both with the same model (Turan and Yamatai come to mind, since desert clothing for example can be seemingly a lot to protect from the sun, yet the same model can pass as an insulated version for the north.)
This clearly will be the longer and more time consuming route to take to fix all this, but ultimately the only one that would make sense in terms of immersion compared to “oh, I just added a padding to my Hyberborean slaver armour and magically my butcheeks now are warm”
Worst comes to worse though, I guess just an added modifier can be enough. It would really seem odd though imo. Sure it gives players options, but idk, seeing again a Hyperborean or the non-DLC Aquilonian armour stroll the north with no problem is silly.