I'd pay not to have to wear anything that looks remotely like these sheepskin coats. If you're in it for the looks, it seems best to avoid these. They are not fashionable, few people wear them, and there is a reason for that.
If you're looking for warmth, you're probably better off:
- adding some layers, including wool: put on an extra cashmere jumper for starters. Lightweight and very warm. Put on some thermal long johns and a thermal long sleeve T-shirt, and possibly liner socks to layer up for your feet as well. The trick is to make sure the heat retention happens all over you - not just your upper body.
- then add a decent 3/4 coat, made of regular wool, or cashmere if you're willing to splash out.
- do what the model on the site omits: wear a scarf made of wool/cashmere, and a hat that covers your ears. Add gloves, including silk liner gloves when it's very cold, and you'll be OK for the big freeze.
Leaving skin uncovered is the quickest way of getting cold. Cover your neck with a scarf, wear a beanie, and you'll stay a lot warmer than by wearing an extra thick sheepskin coat. It's not a matter of getting one item of clothing right - make sure your overall attire works for the weather you venture out into.