Does a "keep me warm & not be extremely bulky" winter coat exist? I have a North Face thigh length coat, but I don't feel it is warm enough for these Chicago winters as of late.
I have the Athleta Downtown Parka, it's really long and warm, but I'm in Seattle, so it's not typically as cold her. Aritizia has some great options, from lighter to really, really, really warm. Most of them are too warm for my climate, but I suspect would be great for you. And some great designs. They don't have extended sizes, so beware if that is an issue for you.
If you have a Columbia store or outlet near you or a sporting good's store that sells Columbia, I recommend going and trying a bunch on. That is how I found my Columbia that I love. I also have an amazing LL Bean coat that I was using to commute in harsh New England winters and was always warm. I like that they rate their coats with a temperature so you can figure out the best fit.