warm, waterproof and non-bulky
I’ve not found anything that fits into that category and I’ve looked long and hard. Aldi/lidl gloves with Extremities paclite mitts are about the best thing I’ve found – I’m not sure that fits into your non-bulky criteria though.
The problem with neoprene gloves is that they stink after one ride, and I’ve never found them that warm.
Most gloves that claim to be waterproof won’t last more than an hour in heavy rain. Last night I rode home and wore merino glove liners and aldi ‘lobster’ style gloves. It was raining when I left work then by the time I got to the moor it was heavy snow, about 3 miles from home water was getting through the gloves and my hands started to freeze. By the time I got home they were numb.
Similar thing this morning, castelli roubaix inner glove with specialized sub zero outer, snow most of the way then rain. Numb hands again. But I can cope with that for the last 20 minutes of a ride.