To get an idea, even if the outside temperatures are as low as 19 degrees Fahrenheit, in a snow hut you can achieve 61 degrees Fahrenheit using body heat alone, provided we’re talking about a burrow, not a palace; i.e. a small fox-hole, large enough to fit you, so it can be heated sufficiently by body temperature alone.
The best snow in terms of insulation is fresh snow, because it contains a high percentage of air caught between the ice crystals. Fresh snow is basically all air, up to 95%, and that’s why it’s so light. Since the air is firmly trapped inside and it cannot move freely, the heat transfer is significantly reduced.