I'm wondering if I should put in some insulation first
I would not.
My flock is exposed to temps about that low during our winters with the lowest at -23F and they did fine with no insulation but lots of ventilation.
My single combed rooster got a bit of frostbite dubbing but that's all. I have since switched over to breeds that can tolerate those colder temperatures. In other words, nothing with a large single comb during cold weather. They all have pea combs or rose combs. Or shriveled up single combs because the old hens are taking a winter break.
I have seedling heat mats under the nest box bedding material. I will turn them on for nights that get bitterly cold (sub-zero) and will put my oldest hens into the boxes to help them deal with the stress of the cold weather.
Two problems with insulating are rodents chewing their way to the inside of the walls and becoming inaccessible and mites being able to burrow into cracks and set up shop where it would be nearly impossible to rid yourself of them.
Remember, birds are not mammals. They are built to withstand the cold weather by fluffing up their feathers to trap their own body heat. It's like a built-in down jacket. All the tiny sparrows and other winter birds you see don't have the benefit of a coop to block the wind like chickens do. And they may or may not have found enough food to digest throughout the night to generate body heat and yet they still survive. Your chickens should always go to roost with full crops.
Lookspretty good, but I'm in NZ. And -30 is ridiculous. Insulate the whole thing is what I would do. I wouldn't want my chickens catching frostbite.I saw -30 and assumed it was farenheit because I can;t even imagine temps that low. Insulation is the best plan
You don't live in a climate that has cold winters so you have no experience with it and really shouldn't offer advice.
Your expertise is in keeping chickens alive in excessive heat!