Hi,
I too have a single brick garage with a felt roof and yes it has been very cold recently.
Many years ago, I used to spray my machine's bright parts with WD40: this worked in keeping the dreaded rust at bay, but was terribly smelly.
At some point, and now I don't know how, I came across some self-regulating heaters from RS Components, part no 360-4059 although they now seem to call them Enclosure Heaters. I mounted two on the lathe – no more corrosion and even in the depths of winter the lathe no longer has that bone chilling heat absorbing coldness about it. I've also fitted one to my milling machine although I'm not too sure about the efficiency of the heat transfer method I used. Both machines are kept covered by a cloth and a piece of plastic when not in use so these also help to hold the heat in.
The downside is that although nominally 10W, I have found that they are quite correctly working at nearer 19W hence for the lathe there is a constant 38W electric drain.
As far as I go, I use a fan heater, and a convector heater to at least get the air temperature somewhere reasonable. Plus the obligatory woolly hat, scarf, and ever so old padded coat.
Regards,
Peter G. Shaw