To sleep anywhere WITHOUT a shelter you need these 2 things.

Campfire (and fuel of some sort) - For Warmth
and a Bedroll - to sleep in and because it quick and cheap to make!

Well you think this guide is crazy and stupid and only used for views. Well your WRONG!
It is possible to sleep anywhere without shelter and it's actually easy!

Now you might be asking. "How do we do it?"
Well it's easy.

How to do it
• First you need to find a good place to put your bedroll and campfire -
  
• Next once you do that place whatever fuel you desire into the campfire - and light it up. -
  
• Then this is the part to do it. You need to stand on the middle of the bedroll - and the game registers as YOU as the shelter. -
  
• Finally you can sleep in the bedroll or if you want make your spawn point there but just be warned it will be destroyed in storms without REAL shelter.

So whenever you are in a need of a boost or passing through the night or needing a quick spawn point in case you die then use this method for your next long trip.

Also you can say you have a sleeping bag you can actually sleep in