thermal underwear

I'm confused too.
Windproof kit really helps to keep out the cold. I agree with BB76 that you can wear your ordinary kit under some unpadded bibs - unpadded super roubaix bibs in my case. Merino base layers are great for keeping you warm on top or bottom.

I was actually brought up with "longbibs under 15 degrees"! Mind you, this was in the days before 3/4 bibs.

I would still like to be using my knees in 30 years time. 7/8 degrees is the cut off point for tights depending on the wetness. But I regularly see black tights and yellow jacket types in June.

Bib tights, a couple of base layers and a cycling jacket is plenty for even the coldest scottish day.
If im still cold then im not riding hard enough

The best thermals are your regular bibshorts. I wear my bibs and regular long jerseys and jacket with bibtights over the shorts. If the bibtights come with padding I take that one out. If it is too cold to wear the bibtights on their own, whats the point of them being padded?

I get cheap thermal tops from Asda or Matalan which do a fine job. Never considered the bottoms

I wear HH longjohns over my shorts if a little nippy but go for the proper leggings if cold. Agree on the sweaty nuts thing no thank you.

Overly sweaty nut sack? No thanks