We've used my hallmark down to -14F once with small electric heaters to supplement and it was fine. With the furnace only, we've camped many many times in the single digits and teens.
The soft walls and window covers in my unit are thinly insulated, and it does OK as far as I'm concerned. We typically sleep in sleeping bags, and set the thermostat to 50-55F at night. (If you want it to be 70F all night, a motel room is really the only option.)
I would estimate that at 0F, the heater runs about 40% of the time, once things equalize. That's a lot, but it also pulls air through the cupboards, and keeps my water and lines from freezing. Using electric or non-air circulating heaters means not having any water in the camper, as it'll surely freeze.
With a forced air furnace vented to the outside, I don't worry about CO, but if I was to use a Mr Buddy, or similar catalytic, I'd probably add a detector. I don't think my camper has a propane detector either, now that I think about it, but that stuff stinks really bad to me, so it's not likely I wouldn't notice a leak big enough to be a concern...
Have fun winter camping!!