If the room isn't large, and it is enclosed (or can be enclosed by a curtain or room divider etc, then one of those oil-filled electric heaters (DeLonghi, Pelonis, etc) would do the trick. You don't have to leave it on all the time, just turn it on maybe 15 minutes before you start playing....My practise space is a little on the chill side. My horn warms up when I practise, cools off when I take a break. I was just thinking of a solution to keep it warm.
And it has a chew-resistant cord, in case you tend to bite.:dog:I got this for other purposes, but it's great because it doesn't get as hot as a heating pad. It's just the right size to put your sax in, sort of like a taco, plus it rolls up for carrying. https://www.amazon.com/gp/product/B07G58TH4L/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1