Hi! I also have very dry skin in winter and similar problems with my skin eating powder foundation, so hopefully I can give you some helpful information.
My skin "eats" SN's regular foundation formulas, but the "all-purpose" formula has very good staying power. I wish the coverage was a little heavier but I prefer non-disappearing.

I've also had luck using the Oil Control Primer underneath. You might also want to try some samples of the new cream foundation with your next order, I have been using that exclusively since it was released a few months ago and love it.
You might want to add a stronger moisturizer to your routine for winter. I use several SN serums and moisturizers, but they are not quite moisturizing enough, so I use a skin/face oil mix on top of them. What I do is wash my face, pat dry gently with a towel, apply a SN serum or moisturizer, wait a minute for it to soak in, get my hands wet and rub/pat the water over my face, then apply several drops or more of the oil. Gently blot the excess oil off (I use toilet tissue) immediately or wait a few minutes for it to soak in a bit. THEN I apply my foundation. My skin still looks a little dry and flaky but not nearly as bad.
Good luck and I hope you find a routine that works for you!