if you will land during winter season, you can buy at least one outerwear, gloves and scarf to wear upon arrival, then if you need more you can buy after you have settled, there are a lot of inexpensive ones available.
i find that in the philippines, it's hard to find winter wear and can be expensive so may be in india it will be the same since we both have tropical climate.
i saw thermal undergarments in marks&spencer and it costs about CAD55 per pair but you can buy in Canada for CAD20 or less.