welding outside in -20 sucks, they make some that are super warm. I dunno if it's common in US though
the ones my dad uses are mitten-like. thumb and index have their own fingers and the other 3 are in one compartment. they're amazingly warm and will never fall apart on you.
an alternative would be to get a normal pair of leather gloves that are way too big and wear a bunch of lairs under them.