With regard to your fabrics...
synthetics. Down and cotton are cozy and comfortable but lose all their thermal properties when wet and take forever to dry, time to get yourself in serious trouble waiting for them to dry. Wet doesn't mean just snow or rain, it also means sweat and condensation so it isn't just from having a dumb accident or getting stuck in the weather. NO denim jeans or cotton tshirts or socks.Silk can be nice but is pretty delicate outdoors. Wool and leather are wonderful but many are allergic to wool and both are heavy and get stinky over time/after getting wet. Instead, go for Get polyester long underwear and socks, fleece for your hats and sweaters, and nylon for your sleeping bag shell, your raingear, etc. AND use synthetic fill in your sleeping bags. Just remember that synthetics often MELT instead of burning (essentially polyester is plastic fabric) so be careful around fire.
Along with that LAYERS for your clothing. You should be able to add and shuck as needed to keep yourself comfortable. This makes all your clothing more useful and versatile. You should have thermal stuff underneath (traps the air and holds it to you), warm stuff in the middle, and waterproof stuff on top.
Sleeping bag temperature ratings are usually listed for SURVIVAL, not COMFORT. If you are camping out in 40 F and you are a chilly type person that gets cold easy, get a ZERO deg bag. A 40 deg you would not DIE but you would be dang miserable. And remember your sleep system is only one of a few other factors...clothing, shelter, humidity, how close are you to the fire?
There is a running debate about sleeping with less or more in a sleeping bag. If you can't get comfortable no matter how much you pile on, try shucking clothing. The idea behind MORE is that adding additional layers (long johns, pajamas, bag liner, sleeping bag, bag cover, etc) to your setup is more protection and it is reasonable for the most part because it is more layers keeping the cold OUT. On the other hand if you pile on too much, you could get too hot and start to sweat, which makes you colder. Also if you layer up too much between your own skin and the fill of your sleeping bag, then the sleeping bag can't do it's job (collect your body heat and surround you with it) so you are colder. So if you are bundled and bundled and can't get warm, try going down to your underwear and see what happens, and if you need more start, piling stuff on top OVER your sleeping bag, not IN it, layer by layer until you are comfortable.
A really nice trick is to fill a 32 oz SCREW TOP water bottle with hot water and toss it in the foot of your sleeping bag. It will warm your bag and give you something to rub your tootsies on all night. Not too hot...bathwater hot is sufficient.
Also if your shelter is smaller, it will be easier to keep it warm.
If you have to pee, by all means PEE. God knows it is a pain to get up and take care of this in the middle of the night but peeing means your body has less to keep warm. BUT...stay hydrated throughout the day. It is super easy to get dehydrated in the winter (just as easy as it is in summer, esp if it is windy out). And eat plenty of calories. Food, water, and exercise help you generate body heat, whereas clothing and bedding only help you insulate the heat you have.
When it comes to food and drinks, warm and hot are def more pleasant to consume and help you feel warm...however more important than the temp of the food is actually the calories (you will burn them for body heat) and the fat/protein (to burn them more evenly). So really the colder the weather, the longer you will be out, the more decadent your food can be. Get your nutrients from hot soups, oatmeal and rice dishes, etc. You can melt some pudding mix, butter, peanut butter, or candy bars into your hot chocolate for some additional fat and calories...or you can drink hot jello for protein and sugar. Make sure you are also getting fiber because it is easy to get constipated on a camping trip due to poor eating and dehydration.
Have fun.