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We've both lived in NYC. It was -26 celsius a few times when I was there. There's only so much a normal coat can do before you start to look like a total wilderness div. I wore my Monitaly Harry's coat, which I got at a sample sale for $150, all winter, but it was mostly thermals, other layers and a scarf that kept me warm. They were crucial.
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Yeah. I bailed out of getting a proper Parker type thing and used to wear a uniclo untralight down jacket with a RL reefer coat on top.
Got to say I wished I'd have had a proper big jacket, but given I don't really wear the reefer here as it's rarely cold enough it was probably the better call.
Likewise with shoes.
Gonna go against the grain here and say for -20°C get something new and spend a bit.
Anything from a reputable outdoors brand in the sale section.