I'm in Indiana, and I have one of these myself from my kids. I know how harsh our winter can be, so insulating would definitely be a huge factor...However, with diligence, you could drill holes in the plastic and spray/insert foam into it to create a sort of insulation. Last winter however, we got down to -20 at least, so you must have gotten close. It would be nice to recycle this however. Definitely spray foaming could be a possibility for sure.