I use a Hennessey and used it almost year 'round. I've slept comfortably in very cold weather. I've slept down into the teens and even woke up with it snowing hard. Recently I rode out a massive thunder and lightening storm at 4000' including high wind, subtantial rain, and modest temps. It was quite the rodeo!
Anyway, here is what works for me in cold weather.
Hang it low to the ground to reduce wind which cools it 360. Sleeping on the ground is basically warmer because you don't get the 360 cooling effect.
Set up on the south side of the hill/mountain for longer warmth exposure. Put it up in an area where wind will be mitigated.
Finally, go to auto parts store and get one of those shiny metallic type windshield reflectors that people put in their vehicle windows to reflect the heat away from the car's interior. They fold up small. Put that down under your sleeping bag because your backside compresses the insulation in your bag and you will get cold - trust me. This helps reflect heat back into your bag and reduces heat/cold tranfer. For $5 bucks it is a cheap source of insulation and it really works. You may choose to trim yours to fit better - I didn't need to in mine. I have tried both the closed cell pads and this...and I find this actually works better. But YMMV.
Finally, take a warm bag!
For serious cold weather I use a tarp shelter because I can configure it for a number of different situations and scenarios (weather etc) and I can have a reflective fire shoot warm/hot heat into it...something I can't do with a tent. Finally, I can see out of a tarp shelter so I have great security and ingress/egress options.
