Three bad options here IMHO. Running the car means CO is a threat again. If the weather is turning bad, going out into a snowstorm is not smart, and while this is early in the emergency, there is always the chance of people using violence against anyone who looks better prepared.

Least bad is probably staying put for now. I have warm clothing, food, and water. I can always start the truck intermittently rather than wasting fuel by keeping it running. I can open the window that lets in the least snow for ventilation. It'll be uncomfortable, but I'll be fine.

Question, though: Why don't I even have a folding shovel, much less a full-size shovel, in the pickup?