What pieces of warm clothing can be obtained on Zeah?

Outside the obvious option of the Pyromancer outfit (which is obtained through Wintertodt itself), the only pieces of warm clothing that are available are the following:

• Clue hunter garb, obtained by digging a particular tile in Shayzien
• Staff of fire, purchased at Filamina's Wares in Arceuus (requires 20% Arceuus favour to purchase, only stocks 2 per world)
• Lit bug lantern, purchased from Konar quo Maten (requires 33 Slayer to equip)
• Fire battlestaff, dropped by various monsters including Fire Giants
• Lava battlestaff, dropped by various monsters including Deviant Spectres

No other pieces of warm clothing can be obtained.

Keep in mind that Wintertodt damage also scales with your HP. With sufficiently low HP, you can get away with just 1 piece of warm clothing and still only take 1 damage each time.