These threads get quite long, and I haven't read everything, so forgive me if someone else has already mentioned this. But I made a nice, accidental discovery that I'd like to share:
I found a pair of last year's PI AmFib gloves that were a size too large but at a GREAT price, so I bought 'em anyway. In order to give the fingers enough dexterity to work STI shifters, I stuffed a bit of cotton into the index finger tips. The end result is that now my index fingers stay warm, much better than my other fingers. A friend has suggested using lamb's wool instead of cotton, so I'll be tying that in the other fingers.
So give this idea a try if you have a pair of gloves with fingers a bit too long.