a big variable – how much hair do you have? I went to a shaved head a couple years ago and am much, much more sensitive to cold on my head than with 1-2″ of hair. There isnt a ton of difference in felt temp when under a hat, but the temp at which a hat is needed can be in the 60’s for me if its humid and or windy.
My typical quilt hat is a thin, knit synthetic double layer hat that REI had on sale for $7. Its warm enough down to 40ish. Below that I often throw my alternate wool shirt over my head (typically a 150 merino) as an improv balaclava and that has been good down to about 28* which is the coldest I’ve quilt camped.
I picked up an EE Apex Hoodlum and its very warm. I havent stress tested it yet but with any hat underneath I expect it would be quite warm well below freezing.
I’m always in a Hammock so movement is not much of an issue for me, although I am a relatively stationary back sleeper in general.