Consider a strategic withdrawal. Castle dwellers of old often had layers of defense. As one layer was overcome they would fall back. Retreating to the inside of concentric circles reduces the perimeter and allows you to concentrate resources.

For cold emergencies you could select a small interior room, work to increase its ability to resist cold and make your stand.

Ideally the room would be built specifically to resist cold with added insulation, entry through a warmth preserving air lock, no windows or skylights, doors insulated exterior types in well weatherstripped frames, and water, food, minimal cooking and sanitation facilities located within the enclosure. ideally the plumbing in the house would be built to allow all the water lines to be drained to prevent freezing.

Less prepared ahead of time it is still practical to retreat to a large walk-in closet or similar small interior room. Insulation can be improved by hanging sheets and blankets on the walls and ceiling maintaining about an inch between layers. The body heat from three or four people in a confined space will often keep it warm with any extra heat. Candles, oil lamps, small propane or electric heaters can be used as needed but precautions need to be rigorously observed to prevent fire, and carbon monoxide poisoning. If you bring food, water and a chemical toilet with you there is no need to leave so the warmth stays put.

If you rig a small enclosure made of blankets outside the door heat loss can be controlled when the door is opened.

I know a couple who made it through sub-zero temperatures in an unfinished, unheated house by pitching a small tent, inside a medium sized tent, inside a large tent, inside their living room on a couple of layers of discarded carpet. They used a tiny single-burner propane stove to cook on, a chemical toilet, and a couple of candles for heat. They said even when the outside was fifteen below with a strong wind the innermost space was always comfortable.