The thing to consider first is will you continue to sail after your voyage across the Atlantic. This is important when considering the gear you buy. It will, at most times, be cold and, depending on the boat, it can also be wet. Wet and cold is a prescription for offshore misery. So, in an ideal world you will spend a lot on offshore gear which will last you for years. However if, like a wedding dress, you plan to only use it only once, the cost is fairly high.
You will need a good self inflating PFD and offshore harness. Often the boat will be equipped with these, but it is best to have your own as your life may depend on them. You will need a good offshore jacket designed for cold weather sailing. These can be very expensive, but it is wise to invest well here. An inshore jacket will never do the job. You will need a bib overall set to go under the jacket. Again, they should be offshore rated for cold climate, and they are necessary. You will need a good set of gloves which will keep out the water, keep in the heat and still allow a good degree of finger movement for dextrous work on the deck. They will need to be a gauntlet type with drawstrings to create a good seal around your jacket sleeves.
You will also need good footwear. Sea boots, such as Dubarry, are great but very expensive. Cold wet feet is the pits, so buy carefully. You will also need a good pair of polarized sunglasses with a tether. Then you need to consider the layers under the clothing. At least one good thick balaclava is vital. Soft shirts with long sleeves designed to wick water away from your body are best. Similarly, you can buy fleece under-trousers and arctic fleece socks. Good thermal underwear is also a great investment.
Try to buy for comfort and convenience. Having to remove a half dozen welded on layers every time you need to pee will give you the horrors.
As to where to source all these things. If you will use them forever, buy good gear which is usually expensive. If it is a one time usage, try to source your outer gear second hand from eBay, Amazon or a similar online seller. There is also the possibility that sailors who frequent your local sailing club or those near you in Estonia, will have offshore gear which they may be prepared to sell to you at a reduced cost.
I understand it is a cold country that you come from, but is worthwhile to point out that being cold on land is not the same as being cold in the middle of an ocean. Finally, If you are on a really tight budget, you can look for gear made by Grundens. It is not attractive, nor is it particularly comfortable. But it is relatively cheap and is worn on offshore fishing boats in cold weather across the world.
I wish you well and hope you continue to make plans for what I am sure will be a very rewarding trip. And, as Haiqu points out, the pirate gear( and a stuffed parrot) will be useful when you arrive in the Carib.
Please keep us informed on your plans and progress.
"if at first you don't succeed....Redefine success"!