It’s kind of exploity, but you only need fire to start crafting or reading, it doesn’t need to continue burning the whole time. So you can cut a 2x4 into 12 skewers, light one on fire, and then use batch crafting to make 20 meat jerky or whatever.
Similarly, if you’re reading an advanced book that takes, say, an hour for your character to gain experience from, you can light a skewer, read for an hour, automatically stop because it’s too dark to see, light a skewer, etc. Depending on how long your book takes to read, this may get you way more reading time than just lighting the 2x4.
Edit: Just realized this was kind of off-topic. On the topic of warmth, it’s better just to wear a lot of clothes. You can make warm undergarments out of rags using Tailoring, and wear warm outer-layers like a trench coat. A balaclava and bandana will help keep your face warm.