When I was in the USAF, we had a waste oil heater from Clean Burn. They are NOT cheap but you might find a used one, or a different brand. There are plenty of plans for DIY setups. I can tell you that they WORK. And - if you're worried about "not having enough oil" - trust me, your buddies will help you out with that lol.
As for me, I have a small garage so I get away with a small space heater and I'm running around 71F. Summer time, forget about it. It's TX, and it's HOT. Nothing works lol.
There's always those kerosene turbo burners - they work but they're loud and kerosene ain't very cheap after a few months of running them.
Then, you could just bite the bullet and get HVAC put in - one of those Mr. Slim units might do you nice!
Hey, I saw one guy ask them to sponsor a video and they sent him one to install just to show easy it was to get going! Maybe a good video idea for you!