I'm not a big hunter, and by not a big hunter, I'm super not into it. We can probably come up with something a bit warmer though, for you, without furs. I'm sure we can ask for textiles where we could weave our own clothing.
Or you could ask for furs and we can pretend they appeared magically, and the gods totally didn't just skin some happy little fox, oh my god I'm thinking of Tom now. I have to go cry.