Love it. I think it’s a very elegant look which can also be super adorable and it’s definitely something that a princess would wear, especially capelets.
I was thinking the kind of fleece blankets are made out of but I guess they’re really the same thing. It’s soft and cozy and it’ll definitely help keep you warm and I think it’s a great option for winter bloomers if you’re in particularly cold weather. It’s not really something I would recommend for just sort of “Eh, it’s kinda cold out” weather though because it’ll be too warm. I would save it for “Holy crap I’m freezing my ass off why did I even leave the house today?” weather.
I know it isn’t what you asked, but I would definitely suggest swapping out the shoes. Those shoes are very casual and not very elegant while the rest of the coord is very pretty and elegant. The style of the shoes doesn’t fit at all with the rest of the coord. I would suggest more traditional Lolita shoes (or boots since it’s winter but go with something less casual and more Lolita, like these for example) either in white or lavender.
As for the coat, I don’t see why a Lolita winter coat couldn’t be versatile. If you were to get this coat for example, you could wear that in Lolita or outside of Lolita, and then you would even get a cute little touch of Lolita to your regular outfits. I think it’s definitely worth getting a Lolita (or at least Loli-able) coat. You can wear most Lolita coats with just about any non-Lolita outfit and it will still look fine (because even though it’s made with extra fabric to hold a petticoat, they’re stiffer and fall differently so they don’t do the weird frumpy thing a petti-less skirt would do) but not every non-Lolita coat will look great with Lolita. You don’t necessarily have to get a Lolita specific coat, but keep Lolita in mind when choosing your coat.
They are a bit hard to coordinate, especially outside of Sweet, but when done carefully they can be pretty cute.
Your legwear is fine and people are dumb. Although I can say that I’m not a fan of the look of knee socks over tights unless they’re the same color or the tights are nude, there’s no reason you should have to freeze in the winter. I think thick tights are a great option, or even wearing neutral colored tights under your nice Lolita tights to double up.
I would definitely say Winter accessories! You could make a scarf and mittens and a muff (you could sort of make a tube and stuff it with fluff and then sew it into a loop, maybe add some cute white fuzz to it.) Then maybe you could get Chocomint stars to accessorize them and things like that. I think it would be really cute for Winter accessories.
A few brands have made them that you may be able to find second hand, but they don’t necessarily have to be Lolita specific to be cute and loli-able. They’re loli-able by their very nature I would say. I have three, one that’s black faux fur that I found at a thrift store and two antique white rabbit fur ones that my great grandmother gave me. Look around thrift stores and antique stores and you might have some luck, especially this time of year. (If you aren’t a fan of real fur, a lot of faux fur ones will have tags inside that tell you they’re fake so you can be sure.) Also look around ebay and etsy. If you find one that’s simple, you can dress it up and make it more Lolita with pins and brooches and then you can accessorize them to match your coords too.