I definitely understand your cold weather woes. It gets cold in NYC so I always adjust my winter regimen accordingly. I can tell you have tried it all, but may I suggest wiping the slate clean and trying fewer products?
If you use silicones or heavy sealants like Vaseline, you may have some fierce product build up by now. Start with an ACV rinse to get rid of the film that may be coating your strands and acting as a barrier to moisture.
Also, shampoo less, co-wash more to preserve moisture. Some of my favorite reasonably priced conditioners for co-washing are: Suave Naturals Coconut Conditioner ($1, $2), TRESemme' Naturals Moisture Conditioner ($3-$5), Aussie Moist Conditioner ($5)
For my dry, 4c hair, I've found that sealing in layers right after washing is a life saver. I start with a creamy water based leave-in conditioner like Giovanni Direct Leave in ($6), Then I follow with EVOO ($2 at your local grocer) or Vatika Enriched Coconut oil (Although inexpensive ($3 $4, I can only seem to find it on Amazon.com). Last I follow up with Cantu Shea butter leave-in ($4- $5)
To combat dryness, deep condition monthly or bi-monthly with whatever deep condish you like, but amp it up with a teaspoon of olive oil which will help moisturize your hair even more.
My hair shrinks too much to bun, so I rely on two strand twist and twist-outs as my style of choice. If I'm not busy I keep the twist in for a couple of days while rocking hats and head wraps. When I have to work, I wear twist outs. If I'm having a particularly dry hair day, I "baggy" my hair when I get home by putting a little Cantu Shea butter leave-in on the ends and popping on a shower cap for an hour. By the time I take it off, the trapped body heat from my scalp has helped the moisture soak in and leaves my hair nice and soft!
For more info please check out my blog www.Hollistics.com - It's all about growing healthy, beautiful, natural hair!