1) Go to the Butte.
I have a few friends in the Butte. Yes, it might be 5 or 6 degrees cooler, but it usually dosen't have the blazing winds. We hike the shady side of the Butte or go tackle the Intake trail up the Mt. Peak at the end of Smith Rd. Amazing. I also recommend the amazing Kahtoolas. I don't fear slipping. I can even run down Lazy Mt. with them.
2) Go to Hatchers.
There is many places to visit. I spent 4 days at the Government Peak Nordic/Skate ski trails down Edgerton Park Rd. just two roads pass the gas station on the left.
Today, I took the kids sledding. It was breathtaking cold/windy but, no wind there. Just 15 minute drive from my home. The fun thing was that no one else knew. We had the hill to ourselves.
I know my neon green one is not that attractive. But, I am warm. As long as the wind doesn't knock me over, I am not affected by the cold gust. You also can use the neck Gaiter. But, I like my face mask, it never falls down. (enjoy the video with James Embree commentary)