Oy... I think I'd die wearing what she's wearing if the temperature were above 20F...
It looks like everything is supposed to be made of wool, which can be painfully hot in Late August/Early September (not to mention indoors).
Lessee...If you can afford it, use silk yarn for the leg warmers, otherwise cotton yarn. Knit very loosely to allow more air to get in. For the scarf, maybe one of those eyelash type yarns since they seem to knit up lighter (use size 15 or larger needles to ensure that it's very airy). Cotton for the hats.
The issue with the coat is that you nead to simulate a heavy, thick material without actually having its warmth. Difficult, especially since it's probably a felted wool, which is much warmer. If you make it from a cotton material and put some weights (perhaps sew a small chain in the hem?) in it, you may actually manage to get it to seem heavier than it is. Also, put batting only in the cuffs and other egdes so that it looks thick without actually being thick.
For the other parts, cotton should be fine - and try to make it only one layer in most areas if you can. So for the area under the knees where the legwarmers meet the pants, sew the legwarmers to cropped pants so you can cut off the pant leg parts that would normally be within the legwarmers.
