As long as there is snow blowing on the car and/or piled up against it, 32 F / 0 C will be a magical upper threshold for the metal outside of the car. It can get colder, but it can't get warmer - melting snow is a tremendously effective cooling agent.


So - I certainly wouldn't bother with piling up snow around the car if the temperature was not too far below 0C / 32 F.


If it was, say, 0F / -17C, packing the car into a big snow pile could raise the metal outside temperature up to the melting point. Which in this case is a huge improvement. And it would get your car out of the wind. But you can't really pack the whole car - you'd want to leave at least a door or window free. Still, keeping 80% of the outer metal surface at 32F/0C will substantially reduce the heat loss.


The drawback is that it would involve moving large amounts of snow. And it would create problems when you want to move the car again. You will have a crust of ice hard snow around your car. Removing that isn't fun.


Sleeping bags rated for the outside temperature seems like much less hassle. Just sleep through the whole ordeal. And food and (hot) water - you need calories and (preferably hot) liquid or you'll freeze.