It's trivial to get with the van to Morocco, Turkey. And with a rather inexpensive ferry ride, you can go anywhere in Africa / Middle East.
In places like Malaga, Crete, Cyprus, etc it's the average low temperature is like 10-13 degrees (52-55 f). Hardly very cold if you've ever experienced NY, Chicago, Canada, Norther Europe levels of cold. And of course it's very easy to heat a small van.