The problem with insulation is that their bodies won't adapt to the cold properly and will not be able to go outside in the winter. Birds stuck in the coop all winter are susceptible to respiratory diseases. Chickens can tolerate temps well below zero as long as they are dry. You need to make sure to put proper venting in your eaves/ceiling, chickens produce a ton of moisture and it needs to rise up and out and not fall back down as frost giving them frostbite. 1/2 to 1sq foot per bird of vent space. You can close some of them on windy nights but never close them all. Chickens roosting closer to the floor stay warmer than those high up.