Honestly, I didn't do too much to protect myself against the weather. On the bike I just wore my sleeved tri-kit, long cycling socks, thin gloves and had castelli toe covers on my shoes. I didn't want to wear a jacket/tights because aero right?!? In hindsight I don't think I would have changed anything except maybe getting gloves that had more grip on them.
Don't get me wrong, I was definitely cold during parts of it and my left foot did go a little numb, but for the most part I didn't mind the cold/rain. I have a heavy sweat rate so any time the temps are under 70 the weather suits me. For those that are on the "bigger" side I think being able to push more watts on the bike enables more heat to be created and warm the body. That's probably broscience though. I think anyone that was smaller in regards to height/weight probably struggled a lot more than I did on that day.
https://www.strava.com/athletes/4391866