I never thought about that. Interesting! In Sweden we call them "täckbyxor" or "termobyxor", "cover-pants" or "thermo-pants" respectively. Looking into It I found that sometimes "salopettes" can be used in English, the word is likely borrowed from French, perhaps Canadian since the climate is cold enough there to warrant their use.

Yeah, having grown up in Norrland I'm well accustomed to dressing for winter. Mittens, not gloves, cover the face with a breathable bandana or mask, wear a warm hat and padded trousers. Don't forget the woollen underwear to keep the heat in and the sweat off your skin.

We have the exact same in Sweden, and it rhymes!

"Det finns inget dåligt väder, bara dåliga kläder"

If Google translate is to be trusted the Icelandic quote is "Það er ekkert slæmt veður, aðeins slæmur klæðnaður" which also rhymes and is surprisingly close to a slightly archaic Swedish direct translation "Det är icke dåligt väder, endast dåliga kläder". The only word without a corresponding word in Swedish seems to be "slæmur" which seems to come from Danish, the Danes originally having borrowed it from Germans.