Interesting -- i have the same navy highland parka as you and I sized down one. I am a Large in every other EG piece and in some cases, the L is a little snug. The highland in Medium is still big enough that I could layer a shirt, vest, bedford and still have room for more layers.
A friend of mine who wears an XL/XXL in EG put on my Highland Parka from FW14, which is a S, and it fit him perfectly. That thing was absolutely enormous.
@lawlercon – Rarely do I recommend sizing down on EG, but I find you have to size up occasionally to get sleeve lengths right. Maybe being on the XL end of things and being so dedicated to anti-fit makes that easier for you.