I never noticed much loss of loft on any of the synthetic bags I had. Not even after they were extremely compressed for packing.

Just remember that everything compresses under your body.
Steel is very conductive too, so sleeping in cars is usually very cold.
If you want to stay warm this means more insulation under you than over you. Think of foam or any other padding that does not compress much. Ensolite pads are great. Blankets certainly help. Even cardboard will help in a pinch, so if you store stuff in boxes the box itself is part of the emergency supplies.

Cars also radiate a lot of heat to the night sky. If you have a way to get an aluminized mylar sheet (space blanket) over you it will help a bit. They are not great for insulation against convection or conduction losses but are good against a lot of the radiation losses.
You lose a lot of heat to radiation out the windows and you lose heat out the windows to convection and conduction too.
Covering the windows will help the vehicle stay warmer inside to.
Those folded sun blocker things (cardboard) work to save heat as well as block it out. You know, the ones they sell you for putting inside your windshield to keep your car from baking in the parking lot.

I apologize for the run on answer.
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May set off to explore without any sense of direction or how to return.