I did Hellrunner Down South last year, I wore a thermal top (Millets), even though I got completely soaked and had to swim the Bog of Doom, it stayed warm, I also wore on my legs Lowe Alpine power stretch tights, again stayed warm when soaking wet, the only thing with those is they held onto the water a bit and got slighty heavier!! But all the time I keep going I was OK, just got cold at the finish once I stopped. Best of luck with it, its a very different event, keep smiling even when it gets tough!!