Last winter we had exactly the same problem - the conservatory looked nice, but it became unusable almost as soon as the heating went off. We eventually replaced the old panes with better-performing conservatory glazing, and the difference was noticeable: the room stayed warmer for much longer and felt less draughty. We used conservatory glass replacement after a neighbour recommended them. I liked that they explained the options without pushing the most expensive package. It may be worth getting a quote before the colder weather arrives.