Good idea on the reflectix. I use it in my VW and am happy with it. Adding insulation over the windows will make a big difference too as they have almost no insulating value. It sucks blocking out the light, but it really does help keep the heat in (as well as help with stealth camping). I like my wool blankets too.
Remember you need fresh air to run a Mr Heater/Buddy heater! They have a low O2 sensor, but not a carbon monoxide alarm- you can pick up a combo smoke/CO detector for around $40 from the big box stores. On a side note, the Mr Heaters will suck a one pound cylinder dry in about seven hours but you can hook them up to a larger tank with an extension hose and run it much longer- and much cheaper. I have one of the 11# tanks that I use and I've been happy with it and it's size (once I got over the purchase cost).