Winter Clothing in 1st century AD legionary re-enactment

[Virilis]

Yes Paul, we got a little carried away! In damp conditions +2-4 C temperature can be very cold.

[Jori]

In Budapest, the record of cold is -21,7°C
Bucarest is even colder than Budapest.

Some climatologists say that the weather was colder on Roman times.
I had, here in the center of France, temperatures of -10°C last year. With wind, the felt temperature can be much worse.
Nude legs with such conditions? I'm not convinced. Maybe legionnaries are on theirs barracks. But for those in charge of guarding the fort?

[Crispvs]

I agree with you in the main, Jori. The climatic temperature in Europe is more given to extremes than that of Britain, but as I said above, to the ancient soldier, acclimatised to his contemporary conditions rather than modern cavity insulation, gas central heating, double glazed windows etc as we are today, a temperature of -10ºC might have felt far less harsh than it would to us. This would appear to be borne out by David's experience in sub-zero Canada.
As to nude legs, nowhere have I ever suggested that Roman soldiers in cold conditions would have gone without socks and lower leg coverings, in addition to extra tunics and cloaks (and probably under-cloaks too as Graham reminded us above. I have been advocating this for years here on RAT and elsewhere.
I agree that it would be madness to go out in cold conditions for a sustained period of relative inactivity (in the case of your example of sentry duty) with just the basic tunic, cloak and caligae ensemble that most Roman re-enactors seem to think is the sum total of their clothing requirements. In cold weather you should be wearing an under-tunic and at least two woollen tunics, as the Romans themselves would surely have done, as this insulates your vital organs. You should also be wearing a cloak with a hood (in the case of a paenula) or with spare material which can be pulled up over the head to create a hood (in the case of a sagum) or have a warm lining or arming cap under your helmet if you are wearing it, so that your head is insulated. You should also be wearing socks and lower leg coverings to insulate your legs from the coldest air which lies close to ground level. Having bare knees should not be a problem. I have spent a week at a time on several occasions in the past in often sub-zero temperatures with bare knees and lived to tell the tale having suffered no particular discomfort to the knees. I would have felt very different if I had not had good socks, lower leg coverings and several layers on my torso.

When it comes to the extreme temperatures such as the -21ºC you mentioned, the sad reality would probably be that Romans died more easily in very cold weather in the same way we would if our homes were not insulated. I'm sure the fireplaces in the barrack rooms at Housesteads were far from unique and we should note that any fort of any size had a hospital of some sort, many of whose inmates were probably there due to cold related ailments. I wonder how common pneumonia cases were, for instance.
We should not fear such things though when we portray Roman soldiers. We can dress in what we know to be an authentic manner for Romans in cold weather in the secure knowledge that in a couple of days' time we will be back in our warm homes and in a hot bath, which of course is another thing Roman soldiers would have used to keep warm in the colder times of the year.
The combination of clothing I have described above is perfectly adequate to keep you properly insulated against the cold under all but extreme circumstances, without any need for trousers, which we have no evidence for until several decades later than what most of us portray. Again, I have done it - standing outside in driving rain and wind while members of the public in modern cold weather / weatherproof clothing looked far and away less comfortable than I felt. And my knees did not feel particularly cold.

Crispvs

[M. CVRIVS ALEXANDER]

Tacitus, in his Histories, Book II, chapter XX, about roman general Aulus Caecina Alienus :

At Caecina, velut relicta post Alpis saevitia ac licentia, modesto agmine per Italiam incessit. ornatum ipsius municipia et coloniae in superbiam trahebant, quod versicolori sagulo, bracas [barbarum tecgmen] indutus togatos adloqueretur.

Or, in english :

Caecina, who seemed to have left his cruelty and profligacy on the other side of the Alps, advanced through Italy with his army under excellent discipline. The towns and colonies, however, found indications of a haughty spirit in the general's dress, when they saw the cloak of various colours, and the trews, a garment of foreign fashion, clothed in which he was wont to speak to their toga-clad citizens.

We are speaking of the year 69. What would think an average legionary of his general wearing such barbaric clothes?

An average Vitellian legionary is presented by Tacitus as savage looking and dressed in "skins of wild beasts" (Hist. 2.88), so he would not probably think anything about his general wearing pants.