My shell has no side windows. It has a slider+fold down in the front. It will only be warmer on a cold night if you have properly insulated it. I have not, since I am in FL. I have slept in it on 20 degree nights and its quite chilly. Ventilation is not bad as long as you open the front slider and the rear. Depending on wind, the rear does not need to opened. I like it mainly for the privacy. Once your inside, you are completely sealed off. I have tint on the rear window and you can see nothing from the outside, its perfect for security. Another plus is that you can mount things on the walls. I have not yet done this but plan to mount fishing rod holders on one side of the shell. For what I use it for, it's perfect. Some times I would prefer side windows, but I have found I prefer solid walls more often.
Looking to sell this setup now that I have a cab-over camper. Couldn't have slept without all the ventilation it provided in the summer, and the windows are screened.
Sounds miserable. Heard of window tint film?
I had an A.R.E. Z-series cap (tip-out screened windows) on my F150, and a bedrug. I sealed up the cap very well, and sealed the bed with silicone. I had the side windows of the cap tinted with 5% film, completely private, good heat reduction in the sun as well. Yet still plenty of ventilation by tipping out the windows, still with privacy. I also cut out section of reflectix insulation for each window if it was really hot/cold or I felt like I needed more privacy.