It is worth the time and energy to make a sheltered accommodation. Otherwise, the chances are very high that you just cannot sleep by the cold and lose even more energy.

If you need a temporary emergency shelter, don’t wait until it’s (almost) dark, but start in time. Find a place that provides shelter against precipitation (pine or deciduous tree with low branches...) and wind. Protect yourself from cooling by utilizing the roof as close as possible and to ensure a windshield. Find a dry surface (no pit where water catches up) and lay insulation material (leaves, moss, twigs). A cold (and wet) surface obscures all the heat.

(If you can foresee it, of course bring a tent, or at least a tarp (and some rope).

Those who give up never know how close they were to their goal.