Alohaha is great for this, it feels like sitting on a beach at night. Also in that theme are Green Arrow by Yo La Tengo and Island Music by Tennis.

Bonobo - Black Sands

Play the first two song without a pause

Does P. J. Harvey's Let England Shake fit the bill?

Dark, and warmer than cold I personally think. But maybe we're understanding the temperature adjectives differently?

Moby - long ambients.

Nine inch nails - ghosts.

Aphex Twin - Selected Ambient works 85-92.

There's a whole genre called dark ambient.

I would consider portishead to fit the request. Nope still can’t think of anything better.

Arvo Part for sure

Big Thief, especially the song Change, and you might like the whole album, Dragon New Warm Mountain I Believe in You, though much of it is quite noisy, does not fit your "the same straight through" requirement it is very warm and human sounding. She is such a great guitar player.

Michael Kiwukana

Tomorrow I can ask my friend who listens to more of the stuff in your list.

I wouldn't call some of what you give as samples 'warm' but here are some things that have some element in common with them, to my ear.

Bramble Hedge

Space Banjo

Nexus Sun

Neutral

William Ryan Fritch

William Wright

Marisa Anderson

Dead Can Dance

Apparat - Equals Sessions, Stay Still, Dämonen, Capri-Revolution

*Is it correct to summarize your description as "It's really awful and horrible, but there's nothing you an do about it and that's okay."?

Olafur Arnalds - Living Room Music https://youtube.com/playlist?list=RDQMGSifLfYRtw4&playnext=1

Early Pink Floyd, especially the albums A Saucerful of Secrets and Meddle

Emphasis on the dark bit, but The Downward Spiral has a track called A Warm Place.

Try the Jar of Flies EP from Alice in Chains

Not sure if I'm getting this, but maybe Boards of Canada and then (early) Jääportit for dark?

Re: "cocoon" and "space but warmly heated but at least some light," I strongly recommend HVOB, particularly arguably their best record, Trialog

Here's the first track as a taster: https://www.youtube.com/watch?v=YsBGIhaRBoc plus importantly for me, their music is so good to dance to

i think a few songs from "ohGr"s album "sunnypsyop" fit this... atleast to me....

I find Mac Demarco to be quite warm and chill. He writes very mellow singer-songwriter type indie music. A good example might be the song Moonlight on the River. If you like that, you’ll probably like most of his stuff.

The album Good by Morphine is like being wrapped in a blanket next to a fire on a rainy evening

Pj Harvey, Nick Cave and Portishead come to mind

Not sure if many will agree, but for me warmly dark/darkly warm is most closely linked to doom metal. Avatarium would be an accessible choice to start exploring the genre.

Morcheeba - The Big Calm album

The album Mer de Noms by A Perfect Circle.

If you like Harold Budd, then you might like Jon Hassell, maybe? I’m thinking of albums like Aka Darbari Java or Dream Theory in Malaya, there are many more with a similar sound.

I'm not in a place where I can compare it to the artists you've mentioned, but maybe check out Ben Prunty? He's got a bunch of stuff in his catalogue (including an album that's meant to be on the darker side), but I think he's most known for the FTL soundtrack, which I'd probably describe as space, but pensive and curious.

Sly and the Family Stone's "There's a Riot Goin On" was the first thing that came to my mind

Stereolab's "Mars Audiac Quintet" was a close second