+1 on the insulation.

Anything you can do to isolate your body from the ground and the wind will pay huge rewards, even if it's just bare branches. Lie on the bare ground and the Earth sucks the heat out of you. Lie in the open air and the wind will blow the heat off of you. Dry leaves, grass, newspaper, cardboard, extra clothing, plastic bags, dry trash, old bird/animal nests.

IMO, mylar blankets are only good to block the wind, rain and snow and to reflect the heat from a fire.

Recycle your own heat. Gotta pee? Pee into a bottle or zip bag and stuff it inside your jacket. Pull the collar of your sleeping bag, tarp, jacket, whatever your shelter, over your mouth and trap the heat from your breath inside.

Hand/toe warmers are cheap, small and lightweight, and last for hours. Placed near your groin and armpits, they can help keep your core temperature up. But don't forget your feet. I don't know about you, but no matter how warm the rest of my body, if my feet are cold I can't sleep.