TOB, our coop is insulated, we used rigid foam boards. But, I think it was not necessary. I too had a couple of frozen eggs, and Earl had one tip of a comb about an eighth of an inch frost bitten. I had to heat the water dish. We did have to add vents at the peak of the gable end and about three inches over the door. I couldn't believe how warm the flock could stay all on their own. Your coop is built very tight and carefully with materials which didn't have to be adapted, so I too believe that insulation is not necessary. Someone once told me that the cavities between interior and exterior walls are inviting places for mice etc...just something to chew on...
