If your good gloves are failing you, you need to find even better gloves. You can buy gloves rated for tens of degrees below zero for less than $100. That isn't cheap, but would certainly be less than mechanical fingers.

The old cheap way works quite well for the sorts of things this complicated and expensive solution would work for; liner gloves in mittens, when you need dexterity just pull of the mitten but leave on the liner, do what you need and then put the mitten back on. I like the merino wool liners, thin but dense and give great dexterity.

I have electrically heated gloves that work very well. That seems like a much simpler solution.

I just wear mittens that have individual pointer fingers. If my pointer fingers get too cold, I can just pull them in with the rest of my fingers.

It might work for crude actions, but my take is that touch signal is nuanced and won't get transmitted via mechanical linkage well. Love to see it prototyped though.

Could they have retractable blades? Joking aside, I think the idea is interesting

I would not wear gloves like that. For the most part, I can tolerate cold hands (I live in Colorado). The loss of dexterity for regular gloves drives me crazy.