I grew up in Duluth. The one in the frozen tundra at the tip of Lake Superior, not the one in Georgia. In scouts we did a lot of camping in all kinds of weather. Back in the 70s and early 80s this still involved a lot of old-school thinking and mostly natural fabrics. Near Ely MN, a veritable stone's throw from Canada, the BSA has a high adventure camp that has year-round programming. They have a winter camping program called Okpik where you learn how to survive in extreme cold. When I was about 12 I skied out to a frozen lake and built a snow shelter where I slept for the night. BTW, regarding your venting question: there were three of us sleeping in a snow dome with about an 8' interior diameter and a 4' ceiling. In the ceiling and walls we had about a half dozen vent holes of maybe an inch diameter each. We woke up to about 10 degrees outside and about 35 inside with the ceiling dripping on us a little bit, mostly from our breathing but we also had a single candle burning all night. It was awesome and some 40 years later here I am to talk about the experience.
So, boondocking in the cold requires some planning. If you don't have the benefit of a safe, reliable heat source (a propane or diesel heater or a small properly vented woodstove would be ideal) that you can run all night, you'll need to run your heat as long as you can to get your space and your body to a comfortable temperature and then have a way to maintain and contain that heat within the space for as long as possible.
All that said, here are my suggestions...
*Moisture is your enemy. Prior to turning in get cleaned up, dry off, and put on clean dry socks and underclothes that wick moisture away from the skin. All we had when I was a kid were cotton and wool. Wool is great in cold weather but cotton is of the devil. Use modern technology to your advantage. Polypropylene long underwear is great stuff. A layer of fleece and/or wool over that is spectacular.
*Use layers. Think about the structure of the insulation in your house or camper. What keeps heat on one side of the wall and cold on the other regardless of whether it is foam, cellulose, or fiberglass is hundreds of layered air pockets within the insulation. Your clothing works in a similar way. The air pockets trapped between layers, as long as that air is as dry as possible, will help keep you warm. Multiple layers of blankets will do the same. The 12 year old me was shocked to learn that I could use TWO or even THREE sleeping bags, one lighter one inside a heavier one, and would stay toasty warm all night. Who knew?
*Preheat your personal space. Boil some water on the campfire and use a hot water bottle to warm up your bedding before you crawl in and then put a fresh one (or several) under the covers with you when you do go to bed. If it doesn't make you skittish and you have one with a good seal, use that "other" water bottle (y'know, the one you pee in in the wee hours so you don't need to go outside) put the cap on it nice and tight and leave that little bundle of heat right there under the covers with you! It comes out at a wonderful 98.6 degrees, don't let that precious heat go to waste!
*Fuel your body properly. Whatever you eat and drink make sure it is well balanced and also good and warm. A good mix of fats, proteins, and carbs will keep your internal furnace churning away all night and into the morning. Eating and drinking cold things needlessly drops your core temperature and wastes energy. Maybe not noticeable for a couple hour hike but can make a great difference in your comfort and safety over the course of multiple days and nights.
