My sympathies! Wouldn't want to be where you are right now.
We actually hit 19°F for a high today, but temp was back down to around 3°F by 7:30 or so. Not as bad as where you are, but bad enough. Next gas bill will likely be at least $400 due to the central heat running constantly. Thermostat is set to 74°F, but it hasn't gotten above 71°F to 72°F in the house since Wednesday. Weather gurus here are saying it's because of the constant wind.
I've never seen it this bad! Any time the temps drop into the 20’s and teens isn't good and you can, as you mentioned, notice inside temps show the difference especially if there's wind.
You might consider putting a pan of water on low simmer on your stove to rise the inside temps, heat adheres to moisture so it ‘stays’ and is warmer. I first do a rapid boil then lower it to a simmer so there's constant moisture, it really makes a difference.
The wind has really been relentless up here....and the gusts have taken down trees in various places. My friend got home from work last night to find a tree down across her driveway into her yard so had to park at her neighbors. No to mention the power outages in various places.
I closed off all rooms except the open kitchen living room area. Even so I expect my heating bill to be high.