One thing about winter camping that everyone should do the first time out is stay much closer to your car. My first time I think I was not more than an hour away on a well used snow packed trail. Makes bailing out a lot easier. Pulling a sled helps because you can bring more gear that you might need.
As for wet gloves, you're going to need to bring multiple pairs. I use wristies then layer fingerless gloves then a pair of boiled wool mittens. I also have waterproof gloves that I will swap with my wool mittens when working with snow or when I think my hand will get wet. For sleeping I will use my down mits for warmth. Might seem like a lot of glove but I hate cold hands. Plus my hands hurt when the get cold. I try to minimize how much I expose my bare hands to the cold. I switch from whoopies to straps cause they are easier to adjust with gloves on.
If my base layer get wet I will vent and dry off as I set up camp. By the time I hang them up on my suspension they are usually dry enough not to freeze solid overnight. Try as hard as you can to minimize sweat. If you feel yourself over heating, slow down and remove layers. Best way to keep clothing dry is not to get them wet in the first place.
Keep evaluating your set up and you'll be much better prepared next time.
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