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Agree with @Sams Mom, you want fleece lined leggings. They are great! I wish I had them when I was a kid skating. Back then I had some thick sweater tights that I wore under my practice dresses, but not sure that's what you're looking for!

I went on vacation somewhere that was going to be chilly and really loved my lined Athleta leggings. They have a medium-weight lined legging that you could try. They're pricey, but like I said, I've loved my pair and have gotten a ton of wear out of them. I would wear them to ice skate in a heartbeat. I can't recall what mine are called, but they look like this:

https://athleta.gap.com/browse/product.do?pid=353816032

@MrsADS: I know! I got mine as a gift, otherwise, I'm not sure I would've bought them for myself. They do have good sales on occasion, so you could keep an eye out!

@MrsADS: The Athleta ones are pretty amazing. But yes, expensive. I wear them running in negative temps though so it might be too warm for skating. I got some good fleece lined ones from Old Navy a few years back, check there too!

I just ordered these from amazon for $12. They have almost 4,000 reviews and a high rating.

Sejora Fleece Lined Leggings High Waist Compression Slimming Warm Opaque Tights (One Size, Charcoal) https://www.amazon.com/dp/B01H7Y6B7M/

This is really random but Walmart has a brand called cuddle duds. They might be sold on Amazon too. It’s basically fleece leggings which can be worn alone or as a base layer underneath another pair of leggings or even jeans. They make tops too. I guess they’re sort of like fleece longjohns. I know about them because I have them to go to football games in the winter and they keep me very very warm.