Even wrapping material can keep you warm at night if you are stuck with a broken leg and no fire and hugging a dog will provide a lot of heat as well.
To keep the body temperature tolerable and the comfort level higher dig a shallow ditch in the sand and note how even fifteen centimeters can relieve the blaze of the summer sun and the reflection of the earth heat. If you are on surveillance you can remove the traces of your print afterward and this can also be done in a forest environment with opposing outcome. If you are in a dry climate you can use the earth to create a barrier from the air and in a wet climate like a rain forest you will need additional layers of isolation in the form of leaves, nylon bags and the like. Isolation usually means low conductivity of heat which is achieves by the material itself or bu bubbles of air caught in the material such as wool.