We didn't really have any dress code policies. The recommendations we had were given because we didn't really care about our health...
I think these "rules" are the same in every Finnish school. We don't really have private schools, and no school that I know of has a uniform, so we're allowed to dress quite freely all in all.
My school (ages 7-12) either forbid or gave a strong recommendation to avoid shirts that exposed your stomach, mostly because kids wore those even in winter because ~fashion~.
They also required us to wear a woolly hat and mittens in winter and a helmet when biking. I believe they would've also made us wear parkas or something like that if there had been any problems with that, but since it was only the woolly hats that were
so uncool, there was no need for rules about jackets/coats/etc. (FYI Finnish schools typically have ~45 min lessons and after each lesson there's a mandatory 5-15 minute break where you must go out. We were allowed to stay indoors during the break after lunch, which was 20 minutes, but only if it was an exceptionally cold day. I don't remember the temperature limit, but I think it was -20...-25C. We still had to go out during the shorter breaks, though.)
Oh, and we also had to take our outdoor shoes off before entering the classroom and wear indoor shoes of our choice instead. I think the indoor shoes were because they were afraid our socks were slippery and we could hurt ourselves.
The teachers also asked us to take off one of our shirts/hoodie if we hadn't worn a jacket during the break because they said we'd feel too hot indoors otherwise. I guess it could be true, sometimes people thought it was too warm for jackets when it was still ten degrees colder outdoors than indoors. If you don't remove any layers, the classroom might feel hot after spending ten minutes outdoors, especially if you had been as active as kids tend to be. Although tjey didn't really care if we had been active or not! But they didn't say anything if the temperature was (nearly) the same indoors and outdoors.
Every school level from the first grade to high school has the same rule that no outdoor clothes (jackets, hats etc) are allowed in the classroom. Some schools let the kids stay indoors from the grade 7 onwards (age 13) and those schools don't have any woolly hat rules. I'm not sure about the schools that still make the kids go out. You're allowed to wear shoes indoors though, so no need for separate indoor shoes. Some people choose to take their shoes off anyway, but I guess teachers believe teens aren't as likely to run around and slip and hit their heads as kids are.
One dress rule that my school had but that I doubt others don't: I can't remember which school it was, either ages 13-15 or 16-18. Anyway, they had just bought new chairs and they were worried of scratches, so they asked us to not wear any jeans with big buttons or other metal parts that could touch and scratch the chairs. We were slightly amused, but I guess people accepted it because the chairs survived our bottoms.