Do you have a door on your sewing space? In our basement family room there is an opening, but no door to the stairs. In the winter we hang a heavy curtain over the door. That stops the heat from rising and limits some of the drafts.
The family room has two more doors and a window. We hang a heavy drape over the entire window wall in the winter. The door to the garage is not insulated, so we put extra weather stripping around it and a heavy drape on it too.
We have an oil filled radiator that we keep on low all the time and bump up when we are watching TV in there. The radiators are nice as they do not have a blower. There is no noise and no problem with patterns being blown around (I sew clothes too).
We use the plastic sheeting on our two bathroom windows during the colder weather. It works really well.
Someone else mentioned a fleece vest, I agree, keeping my back and neck warm makes a big difference.