The Russians cut off Europe from heat-fuel. If the Saudis did the same, would windmills and ethanol heat our ?

Not going to happen therefore the question is moot. The Saudi's CAN'T cut off our oil without cutting their own throats. Their entire economy and therefore their security, depends on the revenue they get from the oil. Same goes for all oil-exportingcountries. And if you want to count on windmills and ethanol for your power, you're going to have to love walking, frying in the heat and freezing to death in the cold.