In addition to the CO detector, an oxygen-depletion sensor would be a nice idea, since you've got the trailer sealed up so tightly.
I didn't see it addressed, but since you have electricity - why not use a small electric heater (the ceramic type) in addition to the furnace? I've camped many nights (albeit never more than a week) in well-below-freezing temps, and the little heater does an ok job. Then the furnace can cycle in and out every hour or two (or 1/2 hour, depends on the wind)...instead of running constantly.
I have a couple of the little ceramic heaters. One of them has a low and a high heat setting-- the low setting uses only 600 watts, but it throws a surprising amount of heat. I use the low heat setting, the high fan setting, and the furnace rarely has to come on in the daytime.