Non-delhi person - please help me (F) decide where to shop

Will be in Delhi ,enroute to Rajasthan , for couple of hours next week. Looking for suggestions on where to shop for women's long coats (knee length or more) woollen preferably. Sarojini/palika /anywhere else? Would be grateful if provided shop number or other location landmarks?

Looking for long winter coats and winter caps/beanies. If this is not the right sub, please redirect me on where to post this. Thanks!