The first thing to note here is that temperatures below freezing were not unknown to the Ancient Greeks, with areas of Northern Greece reaching temperatures as cold as that of in Scotland, if not colder. As such, the Greeks often wore a cloak known as the himation/himatia over the top of their chiton/peplos, which could be used to keep out the cold. Both Homer in the Odyessy and Hesiod in his Works and Days, make note of the cloaks being used to keep out the snow and cold. Homer specifically writes that Odysseus forgot his cloak, and that while he was cold those around him were able to sleep comfortably enough with their cloaks, chitons, and their shields on their shoulders. Hesiod's writings are more practical, describing the way to utilize cloaks to protect oneself from the snow, as well utilizing the skins of goats and the sinew of ox to create a cloak to keep the rain off your back.

The use of the Himation and animal furs/skins to keep the cold away were likely commonplace in Greece, as well as the Greek colonies (where Pytheas was from) by the time he took off on his voyage. In addition to all of this, we also know that Pytheas stopped at both 'Calbion' (likely around Brittany) and 'Cantion' (Kent/Southern England). If he had not adequately supplied himself and his crew for the cold yet, these places likely would have provided him with furs and cloaks which would've been worn by those who lived in those places and survived through the harsh winters that existed there.

As such, while Pytheas likely wore his Chiton or Peplos, his would've also been wearing a himation as well as other furs and skins designed to weather snow and cold, ensuring that he did not freeze to death.

Sources:

Markham, Clements R. "Pytheas, the Discoverer of Britain." The Geographical Journal 1, no. 6 (1893): 504-24.

Hesiod & West, ML 1978, Works & days, Clarendon Press, Oxford.

Homer & Wilson, ER 2018, The Odyssey, First edition., W. W. Norton & Company, New York.