Any type of mass will help stop the transmission. Think of what they do on expressways, they put up massive walls that are tall to block and absorb noise. You need to put in bushes, dirt mounds, maybe a tall fence, things like that. Put them around the coop, not close to your neighbors to stifle the noise as much as you can at the source.
In the coop itself, insulation will help but if you have open windows, it will still allow noise out. You can also try to absorb some noise in the coop. Foam is used in movie rooms to absorb sound but in a coop is not practical. You may be able to hang some material that will absorb instead of walls that reflect noise.
Glad I live in the woods!