I only had to build a snow cave once so I and my fellow climbers wouldn't freeze to death in a white out that night during Christmas vacation 1970. However, Here's the thing about all that.
You usually need somewhere over 4 to 5 feet deep of snow (or you need to gather 4 to 5 feet of snow in the same place to build your snow cave.
Keeping warm (up to 50 degrees Fahrenheit inside your snow cave is possible) with a candle. But, if you bring it above 50 degrees Fahrenheit your cave will melt into puddles on the floor. Another thing to realize is that it is better if you build a shelf to sleep on higher than the floor because any snow that melts is going to go as a water and ice mix to the lowest section of the floor. So, making a bench to sleep on about 1 foot or more above the floor is necessary to stay dry in a snow cave that you build.
It's basically the same principle as an igloo. It keeps you out of the winds which can rob you of your heat AND you can raise the temperatures in a snow cave with a candle for light. This candle by warming your hands on the heat from the candle will also keep you warm as long as your winter clothes are dry.
However, you sort of want to be in very good health and likely from about 12 to 40 years old for best results in surviving all this one night or more. However, in emergencies people do whatever they have to.
For example, you can dig something like this with gloved hands (that's a lot of work) or more easily with snow shoes or a snow board in emergencies. We dug ours with snow shoes by the way in 1970. So, you start by packing down a place for your feet so you don't go multiple feet into the snow first. You start by packing the snow by jumping on one spot with your snow shoes or snow board. Then you take off one snow shoe or your snow board and start digging your survival place. But, you likely need at least a plastic ground cloth and a very warm sleeping bag to do this. Also, we didn't do this but it is said you want small air holes so there is some flow through of air so you don't suffocate during the night with it all closed up too long. But, I suppose if you are burning a candle all night long you might want to make a little entry hole and a vertical exit hole for air so you can still breathe oxygen while staying warm (up to 50 degrees Fahrenheit) while it could theoretically be below zero outside in the open air and snow.
I was 22 years old and in college in 1970 when the three of us got into a white out Blizzard so we couldn't see where we were at all. We tried to go forward but just wound up snow shoeing in a large circle because we eventually found our own tracks. That's when we knew that night we might die out there. But, luckily one of us had just taken a survival training winter course at Sacramento State University and had learned how to dig a snow cave for survival. So, that's what we did to survive the night as 3 more feet of powder snow came down on us that night. It's the only reason we survived at all.
However, digging out I started to panic when where the end of the snow was when we went in wasn't the same. But, 3 feet later I found the surface. Then our Levi jeans were all wet from the survival situation of melting snow but luckily it was about 20 degrees out so our jeans all froze solid except at the knees. This insulated us from the cold and our jackets and wool hats and gloves were still dry enough for us to survive.
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