The temperature of the room is a balance point between heat in and heat out. If the room is cold, it either needs more heat or to lose the heat it has slower.
Lets start with reducing heat loss first. The biggest source of heat loss in any house is the windows. Even when a window is tightly closed , it still has a substantial amount of air leakage. Plastic film kits design to cover the windows with tape and heat shrink plastic do a good job at stopping air leakage but it a bit of a band aid. It makes it tough to open the window. Even in winter you may still want to open a window. There might be other ways to improve it.
If there is a little bit of wind outside to create pressure on a window you might be able to feel the air leaking through. If there is no wind, you can create your own. Turn on all the exhaust fans in house, even kick on the dryer, no heat mode. If there is an HRV, turn it off. Close all the doors and windows. This should give you a bit of a negative pressure in the house and help heighten the air leaks around the windows and doors.
Turn off any noise in the area, listen careful for air leaks. Some times you can hear a slight whistle if the room pressure drops enough. A lighter or little smoke can an indicate the direction of flow of the room. Which direction is the air coming from? Windows are the normal source of air leaks but check around plugs and trim as well. Check up high around lighting fixtures.
Hold a lighter along the crack and seams. Where does it leak the most? Does it leak around the casing of the window or around the trim and wall board? Are there seals missing or something out of wack? If a good window, installed poorly, is just no good at all.
Check around electrical outlet or any plumbing pipes where it stick out of floor or walls. Furniture and painting can be used to hide defects. Leaks can leave staining from duct or mold. It would not be the first time I found something deliberately hidden.
If the window look good, next step is to use x-ray vision to look into the walls and see if the insulation is OK. If you don’t have x-ray vision, then I suggest using an infrared thermometer. This only works when its cold outside or hot. There has to be a good temperature differential. If its a cold day and the sun is beating down on the wall it will be warm on the outside. Wait till the sun goes down and it cools off.
An Infrared Camera works best but you can use a hand held IR thermometer or even your hand. The coldest spots are the corners of the outside wall and near the windows. If cold spots appear in the middle of the wall or ceiling, it could indicate missing or damaged insulation. If the insulation gets wet , it tends to slide down the wall and it loses a lot of the insulation value. Really cold areas will tend drop below the dew point and attract moisture and often lead to mold or moisture damage.
Other factor that increase heat loss in a room can be air pressure. If there is a negative pressure in the room, it will suck in outside air faster than an room with neutral or positive pressure. As air is exhausted from the house through the kitchen, bathrooms, fireplace or even the furnace and hot water tank push air out of the house and this air must be drawn back in some where. Anywhere and everywhere it can. Closing the flue damper if the wood fire place is not in use turning off exhaust fans when not in use can help. If you have an HRV that has not been properly serviced it can cause negative pressures as well. The intake filter gets clogged , while the exhaust keeps pushing out air.
Fresh air intakes can also plug up with ice, snow, leaves and small furry creatures. Most houses have an intake somewhere. Look for a dryer vent with no back draft damper. These intake are usually piped into the return duct which helps spread the air out and mix with the house air. It this is plugged then air will be sucked around windows and doors and be much more noticeable.
Is there a way to increase the amount of heat coming into the room
This is not the solution , what else you got.