A survivalist's most valuable tool is his creative and reasoning mind. Shelter A shelter is the most important necessity for survival. It keeps you warm and dry, provides a home, reduces panic and wandering, and eases a search. A small shelter conserves heat and materials. Compact this inner filling and re-stuff.
Snow is excellent insulation, but it is wet and cold.
Build a snowpit. Dig down, preferably to the ground, forming a shoebox-shaped hole. Cover the bottom with 6 to 12 inches of dry insulation. Cover the top with large branches, then smaller branches, evergreen boughs and leaves. Next cover in snow.