>a major "trick" being to put them in the middle of the house rather than in the exterior wall

I vised Löwenburg in Kassel which has bedrooms with similar curtains around the bed. Much later (1891) and with other heating technology of note. I was intrigued by the fireplace design in the room immediately behind the bed. The open fire is backed by a huge granite block built into the wall. The room had a close connection to servant stairways directly down to the exterior.

The guide describe the otherwise plain room as a dressing room. It looked like a convenient place to store a lot of firewood to stoke the fireplace attached to the bed behind it to me.