Your sentence seems to contain too many pieces of information. You can split your sentences to describe what someone does for you. The second part can talk about how you depend on each other. "Warm me up" sounds odd as it gives the impression that someone is giving you heat. I presume you meant the action make you feel warm and secure.
This winter, I have someone to care for me and accompany me. We care for each other at the same time, which always warms my heart.