The answer will tend to depend on the conditions in which you are running and the level of effort you are putting forth. If you are new to running you are probably learning that with a reasonable level of effort you will generate a whole lot of heat and be comfortable in very cold temperatures with relatively little clothing. I don’t think I would focus on breathability in a wind shell because a runner can easily overwhelm the capabilities of any wind shell. Rather, I would look for garments that permit easy accommodation to temperature, wind and level of effort while you are running.
For winter running, typically, I use a Gore wind stopper bike vest and wind stopper arm warmers.  I wear a long sleeve base layer. I wear light weight leg warmers beneath my running shorts. When I start getting warm, I simply unzip the vest and lower the arm warmers to expose my arms. I wear a mid weight stocking cap. I find that removable arm warmers and a full length vest zipper works wonders once I am warmed up. This works for me down to about 15oF. as long as there is little or no wind. For long runs and especially runs with substantial climbing, I wear a waist camelback and can remove and stow clothing if I get too hot.
Components will vary as winds increase.
I don’t think there is a single answer to your question. In winter aerobic sports, you must vary your garments to accommodate temperature, wind and level of effort. I would experiment with different combinations of garments as temperatures, wind and level of effort changes.
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