The use of a chemical heat-storage unit has a lot of potential.
These usually work by having a material that absorbs heat during the day (or when otherwise available), and then releases this heat slowly during the night (or otherwise cold period) to prevent temperatures from going too low for sensitive equipment.
This heat storage is usually achieved by using the relatively large enthalpy of fusion, where the chemical releases a lot of heat while changing to a solid without actually dropping in temperature during the phase change. Exactly as water releases more heat cooling from 0 °C (water) to 0 °C (ice), than it releases cooling from hot water at 82 °C to that cold water at 0 °C.
Unfortunately water itself is not a good candidate, as it melts/freezes at an inconveniently high temperature, and there is that pesky problem of it expanding with great force when freezing.
Note that the process can be used in reverse, too. One can use the phase change of a solid melting to absorb a lot of heat without heating up, thus providing a large amount of cooling. The Apollo Lunar Rovers(moon buggies) used wax blocks as cooling thermal capacitors. How much wax is on the Moon? (Lunar Roving Vehicles)
So to your question:
- Thermal capacitors have a great potential for thermal stabilization of rovers,probes and devices.
- They are helped by having very, very good insulation on the device, such as the Aerogel and CO2 non-convective spaces used on the Zhurong.
- They only serve to smooth the temperature curve, not offset it to either heat or cold.
- The energy storage and absorption is directly linked to their mass, bigger/heavier is better. This is why a very mass-sensitive device like the Ingenuity helicopter cannot use this system.
- They are only useful if the device is exposed to both too much and too little heat.
That last point is a bit problematic. It's no use storing heat energy on Titan, where you never have a source of heat to absorb. Nor mostly in deep space out past Mars where there is no hot side to the thermal cycle, nor mostly in deep space near the sun where there is no cold side to the cycle.
It is mostly of use in the Venus-Earth-Mars sort of solar distance, where the total solar heat is in the right range but is split into inconveniently hot and cold periods due to "Day" and "Night".