Find someone you know in a warm weather state and have them check their local Academy sports store. Cold weather gear has got to be on sale in half the country this month.
This was going to be my answer, as it is my go-to for cold-weather weekends as a spectator. I'm always cold, and layer this with another shirt or jacket.
May actually be too warm for the players, however, once they are up and moving.
I agree with the BCG brand recommendation for tight/compression tops under jerseys with a decent hoodie in the dugout.
DD 3 pitches, and often has to wear UA when she pitches in the snow, sleet, wind, etc.
Her problem, she hates having her arms covered when she pitches. She would rather wear short sleeves. In some cases, you may need to have some short sleeve UA for a princess in the circle.
One really big thing -- make sure you have plenty of hand warmers for you pitchers, and that they keep them in their pockets while pitching. Make sure your pitchers keep their arms very warm between innings.