I live and windsurf in Denmark, and to me around zero days (celcius) are normal for four months a year. It's actually not that complicated. I use a Gul drysuit. Not neoprene but made from the same fabric as normal sailing clothes though being waterproof in all openings. I wear some fleece and cotton underwear under it. Put on some Da Kine cold water mitts, a thin neoprene helmet if it gets really cold, and finally some not too thick boots (5 mm is plenty, anything above and you will loose control and contact).
I can go surfing for hours. The Gul suit feels lighter and more comfortable than a normal wet suit and I never freeze while rigging. I used to have a NP neoprene 6/4 dry suit. It was only dry for a few weeks, it fealt heavy and compromised my body movements a lot. It fell apart after three seasons.
To me neoprene is out of the question for winter windsurfing.