I highly recommend a parabolic dish-type heater aimed right at you. Got mine at costco and it radiates some major penetrating heat. Doesn't do anything to heat the room, but there is no way I could heat my garage enough anyway.
The other advice I have is wear several loose comfortable layers of clothes. I don't even mess with a coat.. I find I stay warmer with many layers and I like to be able to move freely, hence all the emphasis on "comfortable" and "loose" lol. I'll just layer several long sleeve t-shirts under a big sweatshirt with a thick, loose cotton flannel on top (mainly for the pocket I use to keep my phone/music in.) For pants, I start with long underwear, then a pair or two of comfy pajama pants, then a comfy pair of oversized sweatpants on top. Cotton gloves with the fingers cut off help keep the hands from freezing in place lol. I also wear a few pairs of socks under comfy slipper/boots. Oh and a good wool or cotton hat (or two). I end up looking like a marshmallow but it works for me
That is what keeps me torching all winter long. Admittedly our winters are surely milder than yours but I can work down to about 10 degrees fairly comfortably. I occasionally have to take breaks to warm up my fingers. The only problem I encounter is the colder it gets in the garage, the shockier the glass is so I have to be extra attentive to keeping everything hot enough. I hope this helps