Propriety
When on the road they usually sleep back to back. Then Rowena joins them, which makes the matter difficult at first, because Godric is very protective of her. So Rowena sleeps in the middle, the two men with their backs to her. They each keep an eye open in case the protective wards slip but they are mostly able to rest.
When Helga joins them it is back to sleeping back to back: the men and the women respectively. With their group of four they are even able to appoint a guard, shifting every few hours.
When Helga and Salazar are traveling alone, though, the awkwardness begins. Salazar – having been raised a gentleman – is very uncomfortable sleeping side by side with a woman in such an improper way. So he will putter around the fire, or search firewood or claim to not be tired at all.
Helga has no such concerns. Being the youngest child with five older brothers, she is used to sleeping in the middle of a tangle of boys.
In the end he will almost always lie down while Helga is keeping guard, shifting restlessly until she lies with her back against his and then – and only then – relaxing.