hi Jo!
I eventually bought a down jacket from Kingkow for $320 (1/2 off), funny thing is that it looks very similar to our $20 Next jacket from Stanley, my helper thought I was mad! Glad to hear you've found your little one's jacket. I bought a fitted zip up fleece top (they have them in basic colours) for my son from the Outdoor Shop in TST (opposite Harbour City, same side as Hard Rock Cafe, in the building as Citysuper food court - it's in the basement) which sells a great range of adult and kids ski stuff, also picked up nice warm extra small ski mittens there. Hopefully with thermal tees, he'll be ok, he still won't wear a beanie though! For shoes, I succumbed and picked up Timberland boots for him. I am just not a good last minute shopper and didn't want to panic buying in Vancouver when we arrive!
I didn't find anything very suitable in the alleys of Causeway Bay either....