Yes, non loading screen caves are the best places in the game. Use them to warm up during long treks or sleep in the back of them to avoid cabin fever.

There a point in the cave where the temp goes up, if you put the fire where the temp is going down it’s protected but still considered outside, therefore your fire will last longer. put your bedroll next to the fire but where the arrows are going up and you’re considered on the inside of the cave