You mentioned shed. Adding a woodstove reduce your useable space. Those propane wall heaters are nice, but they're direct vent. They will use up your oxygen and they will add tons of moisture to the air from the combustion. Any cold surface will condensate. At my clubs camp in the winter, sometimes the floor gets a coating of ice. The walls and ceiling are insulated, but not the floor.
If your floor is not insulated, consider doing so.
I don't use the hunting clubs cabin. I sleep in a enclosed trailer that has the walls and ceiling insulated. I didn't insulate the floor. However, I put down 2 layers of carpet and foam wood floor underlayment beneath it.
When I did use the hunt club cabin for snowmobiling, I would bring 4x6 rug. I'd put my chair over it, so my feet and legs didn't get cold.
I have this in my 6x12 trailer.
The combustion process is completely isolated from the inside of the boat by the unique, direct vent design. A built-in blower provides good heat circulation. The heater is sold with all accessories needed including a stainless steel backing plate, 28 inches of flexible double stainless chimney...
dickinsonmarine.com
I got lucky and found one uninstalled in the box for $500, otherwise they're $1200. I need a small fan for high setting, but uses a 1/4 amp at 12vdc.
Find out how much heat you need. Bring a generator and 2 or 3 electric heaters. A 1500 watt heater is bout 5000 btu. Keep in mind the fan produces more even heat.
I suggest this heater.
15,000 BTU Direct-Vent Wall Furnace
www.totalhomesupply.com
Used one for 2 years in a winter seasonal cabin rental. Think it was the 15k but unit, had the optional heater. Was a 3 inch thick wood log cabin with insulated roof and single pane windows. Had some cold nights there, when it was negative -10 or worse. The optional blower is 120vac. PRetty sure you can find an small 12v blower to put in it. They were more of a generic blower put in there. 15k is about 3 electric space heaters.
IF insulation is an issue, try insulating the ceiling only. You can use a larger sized 12v computer fan to circulate the hot air down to the floor. A tube of caulk or a can of spray foam can make day or night differences in air leakage in some cabins.
In a pinch, I have a 25 watt 12v heated blanket. Walmart has them for $25 or so. Done several unheated 20 deg F nights in the trailer before the heater came by.
If going the driect vent approach, add 2 air vents. I'd put one behind or right under the stove to let the cold air in. Then you need to let air out too. Put a vent up high, but maybe a foot shy from the top. This way you use thermal convection to get air in and out, but don't relase the hottest air.