And now I explain you why you should be very careful with any advice that is given by the man in the video:
Even if we assume that he really got taught this set up in the US army, we have to notice, that he has no good outdoor education.
In the video the given items are simply used in the wrong way!
Should one, whyever, need or want to use them in a combination for cold weather, the wool blanket goes at first around the man, then the reflective blanket, then the poncho liner, then the poncho.
Why like this?
Wool can absorb a lot of moisture before it doesn't warm anymore. It even generates, due to a biochemical process, heat if it gets a bit humid. If we don't have a moisture permeable waterproof shell, the wool has to go next to the body.
The olive green US army wool blanket from the seventies, that is shown in the video is very thin. The reflective sheet works the better the nearer it is located to the body. This water and gas proof reflective layer works as a vapour liner. The body moisture is kept in the wool blanket which generates heat if humid.
The outer insulation layer is the poncho liner with polyester fibre filling. The poncho liner works relatively well if it is dry but worse and worse if it get whet. Locked in between both waterproof fabrics it stays pretty dry and has the best effect.
The relatively heavy wool blanket would compress the poncho liner if located on top of it and would lower like this the ability of it to keep back the body warmth.
But if the poncho liner is the outer insulation layer, it can develop its loft with the best insulating result. The light US army poncho doesn't compress the poncho liner.
As you see, the guy isn't well informed and probably should better ask questions in bushcraft forums instead of making videos about bushcraft.
The poncho plus poncho liner combination was developed with the circumstances of the Vietnam war in mind. The sleeping soldiers could get suddenly attacked and jump out of this jungle blanket in order to defend themselves. Heat loss wasn't the main issue the designers had in mind.
In cold conditions one can use a wool blanket outdoors in two different ways:
1.) You wrap the blanket around the body in the ice waffle stile, 3 layers under you, 2 layers over you, before that one corner over your feet, that are protected by triple socks.
2.) The same, but due to the small size of the blanket it is tucked into the woolen coat that protects the upper body part.
In both ways the man sleeps in full woolen clothing, in cold conditions also woolen long underwear and a padded waistcoat or pullover or both. Scarf, gloves, mittens, knitted cap or fur hat.
Every outdoorsman or soldier did it like this before sleeping bags had been invented.
Would you really insist into using this equipment, what I absolutely do not recommend, you should at first wrap yourself into the wool blanket , over it goes the reflective blanket, over it the liner, over it the poncho.
Depending on how sensible you are that should work fine for six hours sleep on a thick bedding of twigs down to a limit of 0*C deepest temperature in the night. With sunrise you awake because now you reached the highest amount of moisture in your set up, what means the worst insulation, but the coldest temperature of the night on the ground.
That's how it can be done.
If you aren't able to ignite a fire with just one match in all weather conditions, or able to reach your car with spare equipment immediatly the trial could become dangerous.
If you have a balcony or garden try the set up out there at first. Or even on the ground of your sleeping room under the wide open windows with closed heating.
Using this set up in winter conditions around or below the freezing point you are playing with your health or even with your life, especially if you try it out alone and if you are inexperienced.
I generally recommend such trials. But a beginner has to start in the high summer and continue each weekend until he is an already pretty experienced person if it starts snowing.
Who isn't able to ignite a fire in all conditions shouldn't go for winter camping alone.
The only option to do it relatively securely as a beginner and alone is a proper modern 2 bag winter sleep system with additional army bivvy bag and one or below - 15*C better two closed cell foam roll mats over each other (under the bivvy) that are made according to the specifications of a NATO army.