I can't talk about the Paragon 2, but the Pathfinder is the best jacket I've ever bought. It's my go-to for everything not summer, and it's not leaked yet...... I hope I haven't jinxed it!
It has a full length thermal layer, the waterproofing is laminated in so you've only got the thermal layer loose on the inside, and plenty of pockets. I had to go up 2 sizes in mine though from my normal. It also joins with many other RST trousers so you don't need to get both the same.
I will say I've never used the thermal neck coat thing, but that's only because I have a massive neck and so once I've got a buff on, I can't do any of my jackets up at the neck.