I'll always rather go for 'too cold' than for 'too hot' ... cold you can always fix some way, but too hot you're gonna be really just fucked at some point.
Too cold? Put on another layer.
Still too cold? Put. On. Another. Layer.
Still too cold? Put on
another layer.
Still too cold??? Put on
another layer!!
But too hot? Take off a layer.
Still too hot? Take off anything but underwear.
Still too hot? Get nekkid!
Still too hot? Well ... fuck.
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And please don't compare -40°C with +35°C, -40 is much more an extreme than +35, to have a real comparison you'd need to ramp it up to 40-45°C, compare extremes with extremes.