Travel boi here. My recommendation
1. Uniqlo heattech doesn't really work at the -5 - 5 C range. It barely works in the 5+C range anyway. This is due to the synthetic material used, usually some form of polyester that makes u retain heat but doesn't act fast enough in cold weather and doesn't dissipate heat fast enough when you enter a heated store. I would only recommend if there is nothing else u can get.
2. Try to find 100% merino inner layers. Kinda like a underwear cotton shirt but made of merino. It works super well in almost all conditions and to me, the best underlayer you can buy. It's expensive, ranging in the 40+ GBP for pure 100%. I think universal traveller has a merino/poly or cotton mix so go for that. Eventhough it is expensive, you'd only need 2-3 to rotate as pure merino doesn't stink compared to synthetics after a few uses.
3. With a good base/under layer, just put on more subsequent layers of clothes. A down jacket will keep you warm in sub 0C but not recommended for anything above 10C. If you move alot during the trip, don't layer more than under + thick shirt + jacket as you might get heated up. Even hoodies work fine if made of the thicker brush cotton.
4. For wet/snowy weather, I would recommend a hard outer shell from goretex or equivalent. Snow doesn't get you wet as fast but stand in it long enough and you'll still feel it. Be careful of getting wet at low temperatures, especially legs.

Just to add on, when I was in -10C in Berlin this February and Edinburgh during studies, my experience is:
1. At sub 0, it doesn't really matter what the temperature is, the only difference is how fast u feel uncomfortably cold. Move around, maybe some jumping jacks to heat yourself up but go find shelter. Alternatively you can over layer but be prepared to carry your extra wear when it gets too hot.
2. Low temperature ambient is more comfortable than higher temperature but stronger wind. Windchill takes effect faster and usually only a windbreaker would be sufficient to slow down the chill. Be aware that some windbreaker type jackets are not waterproof.
3. Hands and feet get super cold super fast in low temperatures. Even good wool socks and gloves are not enough usually. I wear gloves at sub 0 but keep them in my pockets rather than out. Buy a wool glove liner to speed up the heating. Not much you can do for the feet and toes though.
4. You don't really need thermal pants. They make you bulkier and generally you move enough that your thighs and calves don't get cold enough.

Most countries that do have a winter period will sell wool socks. I find decathlon in other countries to have decent cheap hiking wool socks.

Unfortunately Malaysia has really crappy options when it comes to winter wear. If you can, buy the minimum in Malaysia and go overseas to get the rest.