I lived a few years in an old clapboard house with a traditional stone fireplace as the only heat. The wind blew right through it. I burned a heck of a lot of firewood and still sat close to the fireplace with a blanket behind me and over my head when the cold wind was blowing to stay warm.
On the other hand, I visited a guy who built a wikiup with a frame just like the Apache version, made out of driftwood and limbs from brush tied together like stone age version of a geodesic dome, but covered it with modern materials he had "liberated" from a job he had at a mobile home factory. That was a roll of clear plastic vapor barrier and a roll of thin foam rubber. He put the plastic on top of the driftwood frame, then a layer of the foam rubber for insulation, then another layer of plastic. He left the roof mostly clear plastic to let the light in and also left a hole in the roof for the smoke to go out. It was as large around as a tipi, and had room for plenty of people around the small smokey fire. He had a blanket which served as a door, but left it open enough to let the fire draw. It was still pretty smokey in there, and one wanted to stay close to the floor, but it was incredibly toasty warm with only a small fire going. I would imagine a period one, thatched with tall bunch grass, rushes, reeds, beargrass, bark, or such would be just as warm and better ventilated. They were sometimes very large, the same size as plains tipis, just not portable. If you built one, it stayed there unless you burned it down. The thatching could always be added to as needed to keep it dry inside. I've seen pictures of them with mud plastered on top as well, which is getting close to the waddle and daub you mentioned. Original Navajo hogans were just wikiups that had mud plastered all over them to keep the wind and rain out. The wind does blow up there on their "res".