Can I create thermal m outside underneath the bay window of a bedroom; have appox 11'x2'x7" of airspace?

window faces south and all but 3 feet is shielded by some evergreen shrubs however interior of bedroom has 2 heating vents on this same very cold wall - would filling the airspace on the exterior with cement block, bricks or "sterile" soil of some kind be of benefit during the winter months in NE Ohio- house is 14 years old and mostly comfortable however this bedroom is the furthest from 80% effecicent furnace in unfinished bsmt .