I don't have ducks but have a quad of game chickens in one.
I don't have to use insulation down here in this part of NC. However, I'm thinking if your DH would just drill a little hole near the bottom and inject some of that expanding foam insulation slowly it will fill the space between the walls with no issues and keep them nice and toasty. Just cut a couple of small vent holes at the top.
I used wire and old shutters cut in half on the inside. Still allow a bit of light but allow for good airflow during our hot humid summers. I close the house shutters in the winter to keep it warm.
