Hi, are you familiar with Iranian architecture? There are lots of examples about what you are asking. If you need more help from me, please let me know.
One of examples of the vernacular architecture in the cold climate areas could be found at Iceland: turf houses are made of turf (walls and roof). They are half piled in the ground. Openings are put in the thickness of the construction, solution prevents direct wind force. More: Vernacular Heritage and Earthen Architecture, ISBN 9781138000834