Okay, understand that I'm coming at this from the perspective of someone who grew up dirt poor (my mother still suffers the consequences of starving herself to afford healthy food for us) so it's possible that my ideas may come off as a bit kooky.
Packing tape and sheets of plastic can create instant double pane windows, where seeing out isn't important you can just put up old fashioned bubble wrap. Make sure you have good weather stripping at all exterior doors. If the situation is bad
enough that large amounts of heat are passing directly through the walls, try wall hangings. The larger the better. If you're like me, you have some blankets with lovely embroidery or patterns that you wouldn't mind looking at on a regular basis. Basically you can create the effect of a tent within the house without loosing much space or functionality. There's a reason why tapestries where such a part of old castle decorations.
If these steps aren't enough, then you can move on to rearranging the furniture. To this day we still find zoning increases the functionality of our house in many ways. If you can arrange your furniture to create the smallest practical room around your heat source with taller furniture like bookcases or cabinets forming the walls for the room, you can create a warmer microclimate. Using small furniture inside the 'room' that can easily be rearranged to suit different purposes makes this more functional. If you can't do this for the use of the whole family, maybe just a corner arranged to catch heat where you can put a play area for the baby?
Also remember when you're dressing for warmth, many layers of very light clothing are better insulation and usually more comfortable than bulky items. Pull out your old exercise clothing, those tight spandex that
should never see the light of day. Usually you can fit another pair of pants over spandex, just make sure they're loose enough for some breathing room. Too tight and it adds no insulation. Add a long sleeved t-shirt and then cover that with a looser long shirt. It never gets cold enough to need more than that here, but I imagine if that didn't work the next option would be the sweater. Always keep your feet warm, so double up those socks if your feet get cold. A huge amount of heat is lost through the top of your head, so have a couple of comfortable hats. Remember, not only was this the normal fashion before central heating, people used to sleep in hats, too.
Hopefully some of this will be helpful.