Stove, sleeping bag, and shelter are all good. Hot sugary drinks are also good. You might add a little solid food to that. Yeah, I know "food isn't a priority in a survival situation." Well, maybe that's true in warmer weather, but in winter calories = warmth. Hard to stoke the furnace if you've got no fuel.

For that stove, if you're going out in temps less than 20F, then forget the Jetboil or Eta Solo. Even in the 20's upright canister stoves won't work all that great. Go with either an inverted canister stove, a specialized cold weather gas stove, or a liquid fueled stove. I've got recommendations on my blog for lightweight winter stoves if you're interested:
MSR Windpro (inverted canister)
MSR Simmerlite (liquid fuel)
Coleman Xtreme (specialized gas)

HJ
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Adventures In Stoving