Yes, typically with the sick and injured, shock is usually the cause of insufficient body heat. In an outdoor survival situation, I would want a radiant heat source like a flaming fire and a good reflective backdrop. The hypnotic effect of the flames seems to help distract people from their stress and helps them to calm down somewhat, which is a real help with pain stress. Keeping the shock victim comfortable and isolated from the elements also gives them a sense of security. If the victim gets hypothermic, consuming warming fluids goes a long ways to helping them get their core temps back up, assuming they are still cognizant enough to imbibe on their own. If not, then it is sharing body heat in a sleeping bag.

In general though, I'd be focusing on keeping the extremities well insulated, and stabilizing the victim in a sheltered area.