If natural gas is available, you can replace the orifice jets (and it may need a few other parts, I dunno) to convert it from propane to NG. That will burn cooler, use more, but generally speaking even then it can be more inexpensive.
Also, from back when I was a "full-time" RV'er, I strongly suggest that you have a couple up-to-date fire extinguishers (typical ABC rating should suffice), carbon monoxide detectors and propane or NG detectors. One of each in the front and in the back since it seem you have a living area and a bedroom. Essentially one of each per room. And no matter if it's a NG or propane furnace, if it is not properly sealed inside and properly vented outside, that can mess everything up. Which is why I say CO detectors. The NG or propane detectors (used to be one for each gas, but that may have changed in the past 20 years) keep the place from blowing up if there is a leak. Provided someone hears it and deals with it, that is.
Is that excessive? I dunno. Better safe than sorry. I have dealt with CO poisoning myself, and buddy that crap is wicked.
You can do a wood stove, but your insurance company may have a problem with that. But with a good stove properly installed and operated, it can be better than any forced air heat. And there is a neat gadget (I found the best bet to be Northern Tool as they have really good stoves and this gadget) that goes in the stove pipe and helps recover a lot of the heat you'd likely lose to the outside.
If you're gonna do it, whatever you choose to do, make sure you do it right.
