The bent sapling lean-to works. For a bit more room, find a large tree that has fallen, preferably pulling roots up- the main trunk serves to support your lean-to. Rootball acts as a wind block.
You do not want too large of a shelter- smaller means warmer. You can make a small A frame shelter that works better than a lean-to. Dry weather but cold- rake up all the dry leaves you can get, and burrow into the pile.
However, my preferred emergency shelter is a Winnebago.....
What we have here is... failure- to communicate.