You are probably in a room that was added to the pipes or at the end of the exchange so all the heat is gone by the time it gets to you.

The plastice over windows technique will keep the wind out, but it can get frustrating. You might also get in trouble when you take it off since the tape often rips off paint.

Another option is to get fire resistant foam and put it inside the window. Get it just a little larger and then shove it in. That will help a lot with both the cold and noise.

Space heaters can be dangerous, use up a lot of electricty, and are often noisy. Maybe buy an electric heated blanket instead or hot water bottle for your bed. Good luck!