Thanks for all the great suggestions guys,
I decided to try the heavy duty vinyl, so I had the wife grab a 10x25ft roll and tacked it up for a test this evening and was really surprised how well it made a difference. I have a small electric heater but with only screens, it couldn't really handle it. Now that there is a barrier I think it might just do the trick when temps drop during the harder freezes.

We were going to put in a fire pit the past spring, but the contractor just up and went MIA on us. Hopeful to find someone more competent next spring.