Lady Catherine is dressed for cold weather. Is would be well known in five centuries that dark colors absorb heat, but it looks like that was known some time before 1543.
Keywords: Holbein, Duchess Katherine of Suffolk, Willoughby family, Bertie family, Duchess, English, English hood, jeweled headdress, veil, chemise, high enclosing neckline, ruff, over-dress, collar, fur, close sleeves, split over-dress