Abbi
Ski Diva Extraordinaire
I was forced to buy Hestra heli mitts ($200 Canadian, ouch) from the resort shop 2 weeks ago at Revelstoke when the top of the Stoke chairlift was -32degC (with windchill). It was agony. The Hestras do have removable fleecy liner mitts, but I found wearing a pair of ultra thin silk liner gloves under those works even better. I used chemical warmers inside the mitts on that really cold day and they kept my fingers toasty, though my thumbs still went numb. I've no idea how waterproof they are, though it's snowed quite a bit since I've been in Canada and they haven't leaked so, so far so good. I hate making desperation purchases without some decent research and buying options, but it was either that or no skiing. I haven't found the lack of dexterity too annoying, as ski gloves generally aren't that great either. Not as great a difference as I'd feared, anyway.
I used to pull my thumb out so I could grab the heat pack with the thumb, too. Can't remember which gear (before heated gloves) I used then!