A winter emergency is not a time to expect that you can walk around the house barefoot and in shorts. Wear loose layers of clothes. Stay out of the wind as much as possible. Clean clothes keep you warm better than dirty clothes. Make sure your head, hands, and feet are protected.
Newspapers can be emergency insulation.
DO NOT seal the room so that no fresh air can get in. You must have ventilation. Position the heater so that it won't be knocked over. Propane camp stoves may be used indoors, but DO NOT use liquid Coleman fuel stoves inside the house. DO NOT leave a propane camp stove, or the burners on a natural gas stove, burning while you sleep.