Whoops! I seem to have confused you with another peep I was trying to help. Sorry!
Click on the My Coop link under my username and it will bring you to the article. LOTS of pictures and I try to explain what I did and why.
You already saw my coop.
It is not insulated.
I am in the same zone as you.
My chickens have gone through nights as low as -23F and several below zero nights with subsequent days not going into double digits.
You do NOT need insulation.
You DO need MORE VENTILATION.
Please go back and look again...