@Dei Thanks for reaching out!
A couple of heavier fleece jackets worth checking out are the North Face Denali 2 Fleece Jacket and the Mountain Hardwear Unclassic Fleece Jacket. If you want to look beyond those styles you can view our selection of heavier weight fleece jackets here. The North Face Denali jacket has a strip of fabric that lays directly behind the zipper to keep prevent the wind from entering.
Another consideration would be an insulated jacket that is thin enough to be used as a midlayer. The Patagonia Nano Puff Jacket and the North Face ThermoBall Insulated Jacket are both good examples that may work for you as well.
Hope this helps!