9 week Europe winter trip - Clothes packing list critiques welcomed!

I would suggest one pair of trousers that look "smart" and are light enough for the warmest weather (which appears to be Barcelona), plus swim trunks, instead of the shorts. I would also add a button-up long-sleeve solid-color shirt in the same vein (looks smart, light enough to layer or wear as a "jacket" in Barcelona). With those items, you'll be able to get in to all the places you want to go, without worrying about your shoes. Leave the cheap ones at home. Do bring flipflops--thongs, I think you call them?--for the baths. Or buy/rent them there.
One way to save a little space is to stuff your puffer into a travel-size pillow case (with a zipper or, like the one I gave away, a drawstring). Now you have a little pillow!
If you can wear merino gloves, SmartWool makes every imaginable thickness. I have some that are called "liners" but they fit and function like regular knit gloves and are good for "everyday" use. You'll definitely want something warmer and waterproof for your more wintry pursuits.
Remember that countries with proper winter have stores that sell clothing that is appropriate for proper winter.
A packable duffel bag (like this https://seatosummit.com/products/ultra-sil-duffle-bag-used) is a great item to take along. Useful for laundry day (you don't have to wash in the sink if your AirBnB has a washer or there is a laundromat nearby), bag overflow, the parka, etc.
Finally, be aware that if the main part of the Farpoint is "pretty damn full," it probably needs to be checked.
Have a great trip!

The number one con for Christmas markets is the cold weather. Wear layers including a hat along with hand and feet warmers.

My husband swears by Uniqlo Airism underwear. It's the only brand that he wears now. I stock up whenever this item is on sale. It's good to wick moisture from your skin.

Hi, your trip sounds wonderful. I was in Prague just after Christmas and I was very cold, but I hadn't packed like you plan to. One of the best items I had were thick insoles made from felted wool where the bottom looked a bit silver, they kept the cold of the stones and pavement from traveling up your feet. I purchased them in Germany I believe. Hopefully you can find them. Have fun!

Great planning! The only issue I see is too much outerwear, with a puffer jacket, a parka, and a rain jacket. I highly recommend a jacket that will do all that these can do. I visited Vienna and Prague last December with my Patagonia DAS parka. It's virtually weightless, packs down very small, is waterproof (with a great hood), and kept me completely warm.

The Columbia boots are waterproof, right? I experienced rain and wet, slushy snow in both Vienna and Prague.

Have fun!

Thanks all, really appreciate it! (And yep, those boots are waterproof!)

Wow! GREAT packing list and good for you for thinking ahead.... interestingly, I find Germany in December somehow colder than here in Sweden, I guess it's the humidity and wet weather? Texas Travel Mom wrote a great trip report on traveling in Norway in March, you might like to check it out.
https://community.ricksteves.com/travel-forum/trip-reports/hurtigruten-bergen-to-kirkenes-in-march.

Flippable mittens? Waterproof ski gloves? Microfibre?

I wear winter-weight ski gloves with a thumb & then 4 fingers covered, no matter what the temps in winter, (between -10C & -20C). I also have microfiber gloves that are supposedly i-phone touch user friendly but don't seem to work consistently, I would bring them for Germany, etc. and they are super light weight anyway. And you can rent the snow boots, heavy parka and gloves from the dog sled touring company. I like the 3 outer wear options you mentioned, a Uniqlo puffer coat weighs nothing & can be worn under the raincoat if it's cold & rainy, (which is what I will be wearing here biking from next week.) Personally, I would add a wool / cashmere scarf, even with the neck gaiter it somehow keeps my chest warmer and dresses up your outfit for cities. Hope you have a great trip, and remember, you can always go shopping for another layer if you need it! (PS, sink washing is a skill, we now take laundry sheets rather than using hotel soap, never seemed to get clothes clean enough.) And forgot to add- what will you be wearing for pants if it's rainy & cold? I would add (sorry!) rain pants that slip on over pants & you can leave one pair of uniqlo heatech long johns at home, sink wash one, wear the other for a few days.

I'm actually all about many thin layers to adjust for temperature - I'm an alpine skiing coach in the winter and layering is second-nature to me, having to adjust to all kinds of weather from warm (50°-55°F) to downright arctic (-10° F).

I highly recommend a Patagonia or similar puffy coat as a mid-layer. The best ones really condense down for easy packing but still insulate well. Get one with a synthetic fill as it can handle being wet and will dry quickly. It can layer under a waterproof/windproof shell with ease and temperature regulation will be a lot easier.

And for base layers: stick with only merino wool if you can. It can handle repeated wearings without smelling funky, washes easily, dries fast. I have a lot of Patagonia Capeline stuff and it develops a funk after a couple wearings unless you keep on top of washing it regularly (the tops more than the bottoms). I also find that it doesn't dry as quickly as, say, a SmartWool or Ibex base layer. While I know Patagonia has improved their anti-odor treatment, it's still a synthetic and it will get funky.

That said: I've found the key to preventing funk is to avoid using anti-perspirants with aluminum in them. I've switched to a deodorant only and it resists the buildup of funk in the pits of my synthetic base layers (which are all 32° Heat, for the curious). Also: wash them as soon as possible after wearing to prevent anything from latching into the fibers, because once it's in the funk is often there to stay.

Just got back from a 2 week hiking trip in Umbria with temps in the high 80s and sunny to low 60s and windy/rainy. The lifesaver for me was a thin base layer of winter silk top. I wore it on cold, windy or rainy days under my shirt and rain jacket and/ or fleece vest. It weighs only a few ounces. My Patagonia Houdini windbreaker was also very useful as it folds into a tiny 5 x 3 inch pouch and lives in my back pack. https://www.patagonia.com/product/womens-houdini-windbreaker-jacket/24147.html