Long underwear. Even if your legs don't specifically feel cold, adding more insulation there helps the whole body. Your legs are a pair of huge heat exchangers, and there's a limit to how useful it is to pile more layers on your torso if all your body heat can still leak out through your legs.

I've had something like that for the last 35 years or so. I just live with it. I suspect a connection with a serious illness I had back then, but I've never bothered to raise the matter with a doctor, because it doesn't seem like the sort of thing that a doctor is likely to have any remedy for. I am also slightly built (BMI 19 to 20) and have occasional attacks of great fatigue, but not depression.

Thick woolly hats are good too. A lot of heat is lost through the head.