Just hang your room from a wire (or 3) and wrap the thing in aluminized (or gold) mylar reflector. You've got an almost perfect thermos. Pretty quickly, you'll

Just hang your room from a wire (or 3) and wrap the thing in aluminized (or gold) mylar reflector. You've got an almost perfect thermos. Pretty quickly, you'll have to dump waste heat. Now cooling is pretty easy since just need a radiator in shadow. You could run a full on heat pump if you wanted to collect and store power, but this isn't like earth where there's an atmosphere with wind and rain. Or a place where there isn't always a significant solid angle of 3k space to radiate to, most of the sky is always night. It's just weird to me that they wouldn't go to the interesting and water/gas rich craters perpetually at the terminator. You've always got power there... just start digging.