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With the power out, I need to keep my food fresh because I don’t know how long it will be until I can get to the store with this storm

This is tough, I was between 1 & 3. I hope I choose right!

Even if the outdoor grill was easily accessible, using that indoors doesn't sound like a smart idea, the fumes have nowhere to go and it's a fire hazard.
I have a furnace and —though not mentioned in the story— that's hopefully (and likely, given where I live) a fuel combustion furnace which doesn't require electricity to operate. So I have a source of heat.
Sealing off a room would provide some extra insulation but I don't see how that can be very effective to conserve heat.
So, still under the assumption that my furnace is operational, I would move the food from the fridge and freezer outdoors in the snow.

I choose this one.

I'll choose this one. I'm not sure why you wouldn't do this step, then go and continue with #1. You can always place the food outside in an area able to be reached from the room in which you are staying in.

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