I don't get cold too often, but if it's rainy or threatening to rain, especially in winter, everything will feel very cold and dank, indoors and out. I try to not get a chill on, and that helps. Once I'm chilled, I may even start to shiver, then it's hard to warm up again even under the covers or in warm clothes.
For me the key is not to let that happen. Once I think I may be getting chilled, I address it right away before it goes through my body. So, I proactively avoid chills if I think there's a threat, start putting up the heat or putting on the clothes early. I often run hot, hotter than my husband, but I do get chilled under certain conditions.
We don't have a furnace in the camper when we go camping, only use the flame on the propane stove if needed. We only go in spring and fall, but there are times when it's rainy or snow outside and it's easy to get chilled. For those times we have super warm long underwear we bought many years ago, they are also
extremely comfortable, even for sleep if needed. They are not the old fashioned waffle kind, much better than that. Looks like they still sell them, not sure if they're made the same way....but they are excellent. The mid-weight ones are the best and most comfy, the heavy weight I do not recommend, different material and fit, not so comfortable.
Also, they say you lose a lot of heat through your head, so if you can handle wearing a wool cap in the house when you feel chilled, it will definitely help.
https://www.amazon.com/dp/B006SRTDJ8?tag=sa-sym-new-20&linkCode=osi&th=1&psc=1