Straw or hay either one should work equally well. I like hay bales because they are packed together much more tightly than straw.

South-facing always is best because winter and early spring day length is so short and the sunlight is so weak. You do have to pay careful attention to venting, but that's true whether you're using a cold frame, hot bed, heavy-duty row covers over hoops or a greenhouse. I like the idea of having it as close to the house as you reasonably can in order to facilitate irrigation and heating on cold nights.

You might not even need to use a heat source because most hay bale cold frames will stay pretty warm (relatively speaking). Lots of people just pile a couple of bags (or more, depending on the length of the cold frame) of autumn leaves on top of the cold frame's top during intensely cold nights to insulate the glass or plastic top and hold heat inside the frame.

Have you considered digging down 18" and filling that space with a mixture of stable bedding/fresh horse manure to turn the cold frame into a hot bed? A GW member named BillP (may be rest in peace) who posted under the name GoneFIshin' always raised his seedlings east of Dallas, TX, in a hot bed whose bottom layer was stable bedding/horse manure from his daughter's horse barn. He had the most beautiful, most healthy seedlings every year, except for one year (probably 2007) when flood water from persistently heavy rainfall infiltrated his heat bed and sort of ruined everything. I don't think you have to worry much about persistently heavy rain causing much flooding up there.

Okay. Ty. I forgot about day lengths.

Every spring something comes up. Something big and time consuming knocks off most, if not all, my garden plans. I feel like I have a hole in my soul from not gardening.

The kids' school bungled things when kick starting their first year of curriculum. Then, they did it again at the end of the first quarter. We freaked again and studied from sun up to sun down for two weeks. Finally, I decided to keep at it and get ahead of the coursework so when the next their failure comes ....

So, this would help with gardening. The problem is always the seedlings. I'll get the garden bed ready for overwintering. Hopefully, the cold frame will help for spring seedlings.