Unsupported on the AT would be fairly easy to do, you will hit a road/town every 3-5 days and can resupply there. Many do it this way, there may be a couple places where the food choices may not be the best but it will get you through till the next town.
As far as insulation goes, it's most definitely possible to keep the same throughout your trip. Only issue may be in the beginning if you start early, say Jan/Feb, as you can easily see single digits many nights, and possibly a lot of snow which may become impassible. But some do start early and do just fine, although they usually have to wait a bit for the Smokies.
I have takled to a bunch of thru's over the years and most start with a 15 or 20 degree bag/quilt (true temp rating, not a walmart oh this may be a 50 degree instead) and supplement with every piece of clothing they got if a cold snap hits them. Or they hike into town and take a few days off to wait it out if they must. Some try and tough it out and shiver a few nights.
The reasoning that most switch out is weight and bulk, they are able to pick up the miles in the warmer weather and lets face it it's easier to carry a lighter load through summer then to carry a winter load in summer. You will still need some warm items the further North you get, sometimes it can get pretty cold up near NH.
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