<gapes in amazement at someone who would emigrate from Oz to here>
If I'm out for a hard run in winter, then a technical fabric T and shorts are enough. I'll wear nothing but a little singlet and skimpy shorts in a race, regardless of the temperature. If for something more sedate, then tights or Ron Hill tracksters below, a light fleece over a singlet above. I also wear a fleecy cap on the head, given my state of advanced follicular regression.
When it's raining, I wear a gilet. Many like jackets, but I find the sleeves make my arms cold. Skin's watertight anyway.
And when it's really persisting it down, I either don't go for a run, or use the rowing machine.
You say the sports shops are more like fashion shops. I suspect you've been looking in places like JJB or JD. Don't waste your time in such places, and find a real running shop. The largest UK retail chain is Sweatshop, but there are others as well.