If you do not have a CPL, wear a jacket like a Carhartt Detroit, blanket lined, short, about belt height. Nice warm jacket if you get the correct size for your body type. I don't think you need to worry with it. I have a CZ82, with a thumb break leather holster that has a gap between the part that the belt goes into, and the part the pistol sits in...the Detroit jacket sits perfectly in that gap with that combo. I also have a CZ85 that I have an Alessi holster for that rides higher (it is perfect for sitting in the car) Even though the 85 is larger than the 82, the 82, with it's holster rides lower.
Another alternative would be a drop leg holster, Believe it or not: I saw a Tonasket Town Police officer (in uniform) with a drop leg last time I was in town. He was obviously also having a problem with the cold. I must say, that did look strange with the uniform.
If you have a CPL, don't worry about it. I just wear a coat that is proper for the temperature (yes I have a Carhartt Detroit, it's good to about 0°F) and if my carry is covered, it is covered., if not, Oh well. I normally OC, but I will not dress specifically for my carry. When it is cold, if I take my jacket off, I'm OC again. All but one of my holsters are leather OWB OC type holsters. I do have a shoulder holster for when I have a backpack on. I don't like it, but it has it's function.
I have a CPL for two reasons...#1: the wait when you purchase #2: Winter, it has been as low as -27°F at our place since we moved here 7 years ago. The Detroit won't cut that cold, down parka time. (it's 8°F right now)
It is very easy to get a CPL here in WA, resident or Not. $55.25 and about 15 minutes of your time at the local Sheriff's office. Worth the effort if only for the two reasons posted.