The goal is warmth without hiding the top, layer around it, not over it.
Open, Not Closed
A blazer or jacket worn open keeps the top visible while still adding warmth, closing it defeats the purpose of the outfit underneath.
Structured Beats Bulky
A fitted leather or faux-leather jacket adds warmth without adding volume the way a puffer or knit cardigan would.
Plan for Coat Check
If the venue has coat check, layer heavier for the walk in and shed it once inside, this is the actual workaround most people use in cold months.