I don't try to use one shell for the temperature range you are talking about.

near freezing, I will use a waterproof breathable or nylon I use a very thin unlined lightweight WB shell near freezing, underneath that goes a base and insulating layer. Waterproof breathables work ok when there's a moisture differential, and it's not deeply cold - so that the water going through them is still vapor.

Once I get down to consistantly below freezing, I.E. I am not going to get rained or drizzled on, I actually use cotton. A cotton denim type anorak that cuts the wind, will frost over, and will breathe like mad in freezing temps. Underneath I will have layers of down sweater and/or wool. and/or fleece. the job of the shell then is to breathe (so my persperation can get out) but cut the wind, and deflect the snow as I go through the brush. it's *not* meant to be waterproof, as I want it to do it's job even when it itself is below freezing. I have two anoraks like this I use, and white cotton one I picked up cheap at cabelas. They need not be expensive, just loose fitting (to go over your other stuff) and a nice hood on them to keep snow from the bush from coming down your neck.

That's what I use for moving around (i.e. hiking/snowshowing) in winter winter. I usually in my pack then have a big poofy 700 fill MEC down parka, but that's for sitting still - I don't wear such a thing when I"m active because it's a moisture trap.