Seeing the Z's don't have any circulation (far as I know), they might freeze during the winter. As for staying warm, I'd need shelter, warm clothing, high-fat food, and preferably wood, gas or fuel stove.
Well, out main BOB area has multiple woodstoves, then our fortress has a bunch of places to put fires that would be safe and the smoke could still vent out. and its insulated.
HA! "fire is the leading cause of fire", I'm going to use that...LOL
Fuck that, go to a colder place! Anyone who takes the time to think about it will know that the colder climate will afford you the opportunity to not only kill zack more easily as they will be frozen solid (since dead people fail to produce internal body temrpature) you will be able to raid and set up defenses for the spring.