If you are smart enough to know that some clothing will compress in your bag, you should be able to make selections that don't. Besides, which way do you think limbs get heat, radiated heat from the torso, or conduction? if you are keeping heat from leaving limbs they will be warm, if they are getting cold, you might have circulation problems.
More ideas? crack a window and use a small propane catalytic heater.
Fill a large water jug from the hot tap in the walmart and use it as a thermal mass.
Buy an extension lead and a small radiant heater (if you are in a northern area that has outdoor plugins for staff vehicles)
cheap synthetic fleece blankets
What other riddles do you want to add? lets make it serious, -40C, 5amps @110v worth of AC power. You make it sound like there is a right answer and its getting old. What's your plan smart guy?