It's most likely good to transfer, but the only way to be sure is to take a gravity reading. Do you have a hydrometer? If the gravity is stable for 2-3 days in a row fermentation has essentially stopped. If you can't take a gravity it won't hurt to leave it for a few more days to make sure...
Take a look at some Cream Ale recipes. Cream Ale is not "creamy" but in fact an ale "response" to lagers. The style developed to compete with lagers as they gained popularity, without the need for cool fermentation . I can't cite a specific recipe or yeast to use as I've only attempted one...
In terms of helping to minimize heat loss in lieu of a coat you can also use blankets. I have a fairly large mash tun so I wrap the thing in an old bed comforter and pile an extra blanket or two on top, after an hour+ mash I may only lose a degree or two.
1.036 is relatively low, and if you had good aeration and healthy yeast its very possible it finished up quickly. You ask if you screwed up...its possible you did very well (except for the low OG).
Take a gravity, see where it is, if you're still unsure wait another day or two and take another...
I brewed a cream ale last year and added lactose and some vanilla. Ended up tasting like cream soda, so I'd imagine some orange peel would definitely work well.
Keep in mind though a true cream ale shouldn't taste like cream...it's basically an ale version of a lager - light and crisp, so...
The Homebrewing Organization of Purdue Students (HOPS) will be hosting the 2nd annual Blichmann Cup homebrewing competition on Saturday March 30, 2013. The contest is open ONLY to faculty/staff, students and alumni of Purdue University. Entries are $5. There will be prizes (TBA) for the top...
You don't have to wait 1 - 2 weeks for primary. 4 days can be plenty as long as the fermentation was complete. If you have a healthy fermentation that can be plenty of time. What really matters is the gravity, not the amount of time it sits or even the airlock activity (or lack thereof)...