Layering clothing was always a weak point in VaM. I once naively have asked MeshedVR if there could possibly be some kind of collision between the different clothes, and he answered something like "that would be a technical nightmare". ;-)
All you can do about that is like the others answers suggested. You have to play around with thickness and/or physics. Maskin some parts as stiff, or disabling the physics from the inner part of the layered clothing could help. It will not be ideal, but only some tinkering around. We maybe simply have to lower our expectations and to accept that. As you maybe already know: worst case is to import DAZ clothing with an outer and an inner lining (with physics). Those will clip permanently while moving and there is almost nothing you could do about that. :-(