Winter camping

Before you do anything, you need to decide if this is something you'll be doing a lot. If it's just one trip, I wouldn't do anything extraordinary. If you plan to be out a lot, you should make something simple and easy to store. Typically, you just want something between the glass and your curtains. Often, things like water heater blankets work well. They are thick, yet easy enough to store. Add some suction cups to make it stay up.

The point about your A/C settings is often overlooked and important. If you don't turn the settings to OFF, you're ducting remain open and can cause a serious draft.