Lunar subsurface temperatures even at only 2m depth are stable at around -20C. Considering the very low thermal conductivity of the regolith, and the relative ease of constructing a vacuum-flask-like structure in a vacuum, you can have a thermally stable subsurface habitat at 20C, even if the surface temperature is swinging wildly from -170C to 120C every two weeks.

In fact, you may have more problems venting heat in the lunar day than you will keeping warm in the night - presumably you'd dump the excess heat from the habitat into cold regolith in the day, and then from there either store it for a heat-pump heat source for night-time usage (à la Sand Battery https://polarnightenergy.com/sand-battery/), or radiate it into space at night if your heat dump heats up too much.