Mylar blankets (often called emergency blankets, thermal blankets, or space blankets) are thin film blankets made of Mylar (the helium balloon material) which can help you retain body heat when your other options for keeping warm are limited or aren't working. They're not great for sleeping in, since every time you move they will make noise, but they do work. A major benefit of Mylar blankets is that they can be folded up small enough to fit easily in a pocket.
You can use emergency blankets to create a tent around yourself inside your vehicle, or buy a purpose-built emergency Mylar tent.
You can use Mylar sheets as a temporary room divider so you only need to heat the side of your vehicle where you are. For example, hanging a sheet behind your front seats (attaching it to walls, etc., to form a barrier) would let you keep more of the heat in the back when you are sleeping. Or hang sheets around your bed to create a little box of warmth.
Mylar sheets may interfere with mobile phone and wifi signals.