I was faced with -30F winters in the mountains. When I woke up to 2F temperatures on 24 December in Lancaster one December, I knew my time was approaching. A large catalyst heater a NON VENTED heater OR a 99% efficient LPG vented heater must be considered. It's that or have the local power plant huffing and puffing.
There is no easy uncompromising answer to this, I'm afraid. Something has to give. In my house in the mountains, it had 2X6 construction. I had the walls filled with closed cell foam. THIRTY INCHES of "The Pink Stuff" insulation in the attic. Triple glazed windows, and a mud room entrance.
With -20F temperatures I would go to bed at 75F inside temperature and awaken to 50F temps. No heater going but a circulation fan going to keep the pipes from freezing. The only one happy in all of this was my Malamute. When Christmastime cold snaps came around I had to use the heater. An inefficient 40,000 BTU propane heater did fine but I did have a manual register on the air inlet. It costs a lot of money to be comfortable in a cold climate.
Yeah, I'm writing this wearing shorts and a tee shirt. Old people lose more heat and shiver easier.