Full length closed air cell foam pad with a high R value rating, 9.5 is the highest. Closed cell, is waterproof.
Here's one, there's lots of styles.
Sleeping bag rated for the lowest temp you will encounter.
If not enough two pads or one closed cell one self inflating.
Wear clothes in the bag.
Small tent helps retain heat. A Eureka Timberline is an excellent self supporting tent that will last years. It's only rated for three seasons though.
Be careful putting a tarp under a tent, you may wake up in a puddle. Better to get a tent with a waterproof floor and waterproofing about 6" up the walls. Then breathable walls with a waterproof fly.
Total waterproof walls just gather condensation and you end up wet.
I've slept in snow before with no discomfort.