First - make sure your windows are closed, your radiator valves are open & that the Cozy is plugged in. If you have an air conditioner, please make sure it is sealed to the outside on all sides. You may have drafts that you never noticed before due to the overheating of your room or apartment.
If possible, check if heat is radiating from any exposed pipes (but be careful - don’t touch the pipes directly!). If the pipes are cold, this is probably not an issue with the Cozy and could be an issue with the building heating system. Contact your building management asap and keep warm!