Using a convertible carseat in the winter?

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I just have some practice questions. My little one is just anout to bug for her infant carrier and I ordered her a convertible carseat. I live in Canada and it January and currently having a huge storm. The infant carrier is so easy to layer her with blankets and we have a wintee carseat cover so she is always snug and her carseat clicks into her stroller super easy. So my question how do you keep baby warm since you can't wear a coat in the carseat? I get putting blankets on once in bit how do you keep your little one warm when walking to car, getting situated ect...its to cold to baby wear and she doesn't sit up on her own well so we will probably be using the stroller. What do I dress her in to get her out of the car and into the strollee especially when it like minus 20??