In June of 2016 we will be connecting through Iceland via Icelandic for a 2 week trip to AMS, ATH, and Rome and I was curious if we could "board" our coats for our layover in Iceland on the way back at the airport-any ideas? We normally travel with a carry-on size suitcase and a back pack.
Maybe you could ship a bag to your hotel? Luggage storage is located 1/3 mile from the airport, not in the terminal. Possibly that could be another place to have luggage shipped: http://www.kefairport.is/English/For-the-passenger/Luggage-storage-/
I suggest bringing packable rain jackets on your whole trip. You may need one in Amsterdam. Then you could buy a light sweater, or hat and gloves if you need them, in Iceland. I think that would be fairly cheap and make for practical souvenirs.
Will you be staying in Iceland for a day or two? I would stop by a 2nd hand store at your last stop before going to Iceland and get a cheap coat, then wear it on the plane going home. You can donate it when you get home if you don't want it. The cost of storing luggage is expensive and not worth it for just a coat and scarf. Buying it in Iceland where everything is expensive isn't a good plan unless you wanted one of those lovely sweaters. You would still have to get to the store.