Good thing you can just cover it with a blanket or something in winter

You need more insulation than you'd expect. The coldest campsites I've ever had have all been on sand.

Since we're talking about stone age tech, would mammoth pelt offer good insulation?

Can't say I have a lot of experience sleeping on mammoth pelt.

A slightly more modern way to deal with cold sand is to bury some coals beneath the pelt, after using them to cook your dinner or whatever.