U have ur answer in ur question itself. Since u can't avoid living in Delhi, u need to keep ur lips moist very often, cosmetics will help upto some extent.
Next Steps
apply pure coconut oil every night before sleep. it's good to apply even in the day time, when ever it lips get dried apply the oil, give it a little massage.
Health Tips
keep ur self hydrated. once In 2-3 days apply aloe Vera pulp on ur lips