Below you see the 9x5 tarp pitched steeply beneath a very healthy pine tree. The link for the Youtube video is posted below.
I chose to shore up the tarp and provide insulation by shoveling snow on 3.5 sides. I slept quite warm. My sleeping bag is inside this bivy sack. Plus, I had 12 hour hand warmers. I slept in one layer of fleece, wool socks and beanie.
Others built snow trenches outside, but near pine trees laden with snow. Their roofs were flat tarps. During the night, after receiving an additional two inches of snow, it began to rain.