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The bulk of the wool market is surplus or vintage. Cheap and new means made in China, like wyoming trading or swanndri.
The surplus pea coats are thick and usually cheap. A lot of surplus field coats have dried up from ww2 but the Swedish one is a favorite.
The Filson shit has a great design but quality has dropped and price has increased due to hipster demand for comfort.
There's a cottage industry of good wool pullovers ranging from 100 to 300 with empire canvas wool anorak, including Lester River bushcraft, parsons anorak, asbell wool, and others you can find on etsys.
For a midlayer, Stanfields has a great wool henley
Personally I much prefer the flexibility of a hoodie, sweater, or loose anorak design than a rigid coat when I'm doing anything outside and only keep the outer layer for frigid wind blocking or rain.
If you want cheap though, just haunt eBay in the vintage section. Plenty of people in colder climates have had the same oversized Norwegian sweater for a decade or filthy Filson rotting on their back.
