The world consists of actual humans who were moved to another planet by aliens, during biblical times, hence having an influence on their religion. The planet is terraformed with earth-like conditions, inhabited with Earth creatures. This has given those humans another motive for a second Noah's ark story. However, the aliens' work did not stop at that. The aliens have engaged in genetic engineering. In this world, in particular, they designed humans which could fly. This flight mechanism strong enough to lift a human in the air is an issue of its own, deserving another discussion which I'm not including in this question. The reason I say that, is the obvious set of challenges which may arise. The issue of increased heat loss at the wings, and drag limiting what clothing they can put on is what gives rise to dealing with cold temperatures.
I sought answers through the standard arguments on how animals deal with cold. However, I have found that some of those answers may even give rise to more questions than solutions. Here are few arguments and their challenges:
Body hair / fur: Humans covering themselves with (say) elk fur, still do not protect themselves as well as elks having just another layer of hair on their skin. To make this more convincing, even non-migrating birds can cope with the cold better than humans, despite their MUCH smaller size and an equally thick layer of feathers. Does fur lose some of its effect when ripped-off from the animal and processed to make a coat? Will human "fur" solve the problem?
Protecting the limbs: The elks have long legs and their extremities are not wider than a human leg. The hair is also shorter. Still, they manage to prevent freezing. It is OK to let the extremities function at lower temperatures, but still we have freezing issues. And yes, elks have to stay out throughout the season.
Extremities have no muscles: Penguins have this anatomy: The leg muscles are inside the body. Long tendons connect the muscles with the legs. Still, that does not explain how the tendons, the feet, the bones, let alone the skin, do not freeze. They are exposed and have no cover at all. Human hands have tendons which move the fingers by means of muscles in the lower arm (between the elbow and the hand). Even though we stand on two, the fingers tend to freeze fairly quickly...
Extra layer of fat: Seals have no fur but have a layer of fat for insulation. That being said, little heat escapes. But, that leaves the skin exposed, receiving little heat. How does the skin avoid freezing? And yes, fat people cannot fly...
So, the design would work if we lived in the tropical zone, or the Mediterranean at best. Unless the human body is f*****-up, those people would need to find ways, or to evolve means, to cope with the cold. It is OK to assume they don't fly in very cold weather. I've seen many documents showing people swimming in ice pools, under the ice, military training in cold weather while exposed to the elements, but still, those people cannot stay out throughout the winter and avoid hypothermia and other illnesses. Generating more heat to cope with the cold is not sustainable long-term and heat retention is more important.