I've solo built 4 snow caves and 1 igloo in my life and helped on at least twice that number. It was never a life or death situation, we used to go camping once a year in the mountains just to get used to making snow caves. They are a good bit warmer than outside or in a tent, air temp does get above freezing, snow acts as an insulator. Make sure you smooth the roof or it will be dripping on you ALL night long (learned how well you need to smooth it off of the first cave.) Most of the snowcaves I made were much bigger than they should have been, makes them too cold, but easier to move in. Our cold well was always integrated with the enterance, dig down over then back up to provide the well at the enterance, then you climb up onto the sleeping platform. It keeps the wind from moving as much air in and out, but makes for slightly more digging. If you can sit up in the cave it's too big. We never provided an air hole, the old timer mountaineer who taught us said the snow would breathe enough. My scout troop like i said went every year and we had enough boys that 10-12 snowcaves for multiple people were made each year. That's how we made all of them. I frequently used a candle in ours, but always made a shelf/cutout for it and set it there. The hole above it by morning would go most of the way to the surface.

Some additional thoughts, everyone always got wet digging snow caves. Not always sweaty, but you are crawling around in the snow. Standard practice for us was to bring a dry set of clothes and change when we got the snow cave built so we were dry. YMMV. The last thing, if you are going to plan on using a snow cave as your emergency shelter practice practice practice. My first cave fell in while I was digging it. I helped lots of others whose caves fell in while digging. Also helped one guy who was a bit clausterphobic when he busted out of his at 2:30 am.

Finally, igloos take too long to make to use an emergency shelter