Brands like Norrøna and Bergans use Gore-Tex, and it seems like everyone is sold on it being "the best". I guess Gore-Tex is an alright fit for the climate in Scandinavia, as it can be rather humid during autumn and spring. And people are staunch protectors of their national brands, so I wouldn't be surprised that nobody outside of Norway has heard of them. They are household names in Norway.

During winter you generally just need a wind tight shell, you'll have multiple (breathable) layers underneath. A good mesh webbing underneath a wool base layer under a wind-stopper is my preferred option, keeps you dry and warm in temperatures down to -25C, easily. When it's cold there's no humidity, so your worst enemy will be heat loss due to wind. The chilling factor of wind is a little scary. People that looks overdressed end up freezing because the wind goes straight through them.

You can never go wrong with wool. At least it doesn't lose all insulating capacity just because it gets wet. When it's raining sideways it usually doesn't matter what you're wearing. The humidity is going to be so high that nothing will be able to transfer humidity from your body. You're going to be wet either way. No fancy fabrics will keep you dry, but wool will at least keep you warm.

Good equipment comes with lots of ventilating pockets and zippers, not just under your arms but on the chest and side pockets as well. Inside and outside of your legs as well. Being able to adjust ventilation quickly means that it can be more wind and water resistant. When skiing I will open either the underarm or chest zippers and close them when taking the lift up again. This is usually enough to keep me from getting wet and cold, in temperatures down to -25C.