As far as insulating the coops go I had a great idea today, if you only have a couple small birds to keep warm just get a larger heavy duty styrofoam cooler from a restaurant supply and cut a doorway in it, those should fit in even the smaller coops. For people with larger groups of birds you can use RV foam insulation sheets, most building material places keep similar stuff, just make sure it's not toxic.
Yeah, I would worry about the toxic bit. My chicks were pecking the grey backing off the duct tape that held newspaper on the sides of the bathtub that was their brooder. And now that they are older and wandering around, they find small chunks of foam here and there and peck that. Hopefully they aren't ingesting.