How cold are we talking about? I find that thin uninsulated flexible shoes often keep my feet much warmer than more insulated inflexible shoes as long as I keep moving, because they require a lot more muscle use by the feet and lower legs, and blood ends up circulating more. When just sitting around they can get cold though.
You could try a knee-high leather moccasin or the like.
New England winter. I have snow boots for heavy snow. But I find that I’m cold in the Xero shoes when walking on frozen ground (sidewalk, driveway, etc) even without snow.
You could try a knee-high leather moccasin or the like.