Going back a few issues in The Trace, I found a cool quote from Cuz about an event he attended up north, in the deep winter:
“For my bedroll, I layered up a canvas tarp on top of the straw already on the floor, two wool saddle blankets, a buffalo robe under and over me. Inside the robe were two Whitney blankets. The first two nights I used just the buffalo robe and stayed warm. It was to be colder Friday and Saturday night, so I used the blankets and a buffalo robe those two nights and again stayed warm. I believe with research, experimentation, listening to others, and planning, a person can remain comfortable in cold weather using the equipment of the Mountain Man.”
– Cuz, on camping in cold weather with period gear
All of the gear Cuz describes above is period, and would be carried as part of the regular kit/load-out for a mountain man traveling in the Rocky Mountains.