Pine needles are good insulation. They are found under pine trees. Move out of the wind. Rocks and trees help block the wind. Moving up the side of a canyon out of the wind also helps.
Radiation is heat loss to space.
Cover your head and neck. A hat and a scarf help a lot. A roof over you head also helps a lot. The spread of a tree over you offers protection, too. If your feet are cold, cover your head.