They do wear inners as far as I am aware - that is where the Naltar ski resort comes in because they run the cold weather survival course from there and only in flight suit and jacket(which are reversible I believe to orange)
Part of which is them getting lost and then finding their way back. This seems to have kicked in post the F-6 and its delivery flights over the Karakoram and barren tundra of the Chinese west. 1-2 folks were lost over them due to technical failures and unfortunately never survived the cold
Would have been nicer if they coordinate with many aviation and even photography enthusiasts much like the Wales Mach loop run…