Brrrr....

Merino has a lot of increadible properties - because it's wool, it insulates when wet, doesn't get too stinky, has great moisture management properties, and is warm. But, unlike traditional wool clothing, it's fine and soft, so it's super comfortable. I hated my scratchy wool sweaters as a kid (cold Canadian winter...), but I absolutely love my merino clothing. Having said that...it's still wool. If you're truly allergic to wool (and it's not just a general dislike), I'd be cautious of going that route.

I'm going to summarize your requirements for a legging, and you can correct me if I'm wrong. You're looking for something warm, wind resistant, and that looks like normal clothing. Based on the wind resistance, I'd be looking for something like a softshell legging. I would start by looking at winter running or cycling leggings, and hope that I could find something without too many reflective stripes. If you're looking at cycling tights, make sure you check if they have a chamois (a pad through the crotch), since that would definitely qualify as "bulky". A lot of cycling and running clothing might also be listed as "windproof" but if you read the details they just have windproof front panels (for when you're going into the wind).

Most baselayers will have no wind resistance, since they're generally intended to be worn underneath something else.

I'd be looking for something like this (except that this does have a chamois):
http://www.realcyclist.com/roadbike/GBW0059/Gore-Bike-Wear-Sportive-Windstopper-Tight-Womens.html

Kudos to you...when it's that cold, I tend to go for wearing something along the lines of my ski pants...

Good luck finding what you need!