What is a word or phrase that means "cut off from the outdoors"?
In addition to "sheltered", the word cloistered describes the condition of being cut off from the outside world.
cloistered adjective 1. secluded from the world; sheltered: "a cloistered life."
(from http://dictionary.reference.com/browse/cloistered)
In addition to separation from outside, natural elements (weather, landscapes, etc.), it can also describe separation from outside events (news, pop culture, human contact).
I would say that you feel shut-in.