My sister got married @ Lake Michigan in Chicago in October. It was about 35 degrees, with a wind off the lake! But, gorgeous...
We planned ahead (I was maid of honor) & we all had pashminas to wrap around to keep us warm. Different colors, looked great!
Then after the ceremony, wrapped up in warm coats.
If you are not in the ceremony & can wear whatever will keep you warm, try visiting your local Goodwill / thrift stores. I often see fur / faux fur coats & wraps on the racks. I see them often, but I suggest starting now to find one in your size & a dressy style. (expect to pay b/t $10 & 50, depending on style & whether it's "real" & in good condition)
Also, f/u with your SIL to find out what they are planning for set-up, if it doesn't get as cold where the ceremony will be as it does where you live, etc.
T.