How can I insulate sliding glass doors in bedroom during cold winter?

Try Lowes or Home Depot for strip instalation. The try heavy duty THICK DRAPES installed higher than the door frame.

Thick curtain backed with Blanket.

Yes, they make curtains specifically for your purpose.

Drapes need to be twice as wide as the window or door they're covering. Rods 5 or 6 inches wider on both sides for insulation and looks.

If you are not planning to use the slider this winter.... build a frame from 1x2 lumber to fit inside the entire frame for your sliding door... staple clear plastic sheeting to it..(cut the plastic slightly larger than the wood frame and fold the excess plastic over several times to form, a sort of gasket) Install it in the door opening, with the frame between the plastic sheeting and the glass door.... Secure it in place using , screws, duct tape, gorilla tape... what ever method works best for you (the tape would seal out even more drafts) The plastic sheeting comes in a large enough size that it would have no seams and would still allow light into your bedroom even if your view to the world outside is a little blurry.

They make insulated curtains. If slider is metal, find magnetic holder for rods, o plac hem outside of sliders.