i'm impressed - you stayed out there until 3am without a fire in some pretty low temps. i'm glad you went inside and didn't risk mild frostbite.
codger's suggestion is right on the money - put your shelter against a rock face that serves a fire reflector and you'll be toasty warm the whole night through. just be careful with a bed of dry leaves in that case since you'll be sleeping up next to a fire.
wool surplus gear - jackets, pants, and blankets - are pretty cheap. wool, although heavy and not great for backpacking, is just about the best stuff to keep you warm when you're sitting still. (feather-down is probably better but it has it's own significant drawbacks for the outdoors, mainly an inability to deal well with moisture). i got a swedish wool coat for $8 and a pair of pants for about $25. sometime the wool surplus gear is a bit moldy from sitting around a storage warehouse - but wash it well with lanolin (buy some Eucalan wool wash) and you'll get the mold out and restore the wool's natural water repellancy.
i've tried codger's candle trick inside a tent before - it does work, you just have to be careful. it's amazing how much warmer a little candle will get a small space as long as the wind isn't robbing your heat.