Regarding feeling like you'll get covid from the AC circulating air: Covid appears to mostly spread in the air by the virus attaching to dust or particles in the air. All of the air in the house will be pulled to a single intake vent, where there should be an HVAC filter to filter all of the air (the AC heat exchanger would eventually get clogged with dust without one). If that filter has a high enough MERV rating (how strong the filter is) it will be capable of removing all of the particles the virus can attach to, MERV 13 can even remove the virus itself from the air. This would mean that the air coming into your bedroom would be filtered and safe.
If you cannot confirm what MERV rating your HVAC filter is, then you could instead attach a MERV-13 filter to the back of a normal box fan (I recommend a 4" thick filter for longevity and reduced strain on the motor, as the thicker filter has a less restrictive airflow compared to a 1" filter) and run it in your bedroom to purify the air.
Regarding it being too cold in your room, AC vents can usually be adjusted to limit the flow into your room, or you could ask your roommates if they would be willing to compromise on a slightly lower overall temp, or if that fails, putting on some warmer clothing that's easy to take off if you need to go outside may be a good compromise.
I understand that neither of those things solve the issue of your cats or the smell of their litter, though. (A carbon anti-smell HVAC filter on the back of a box fan may help?)