I go over it in a bit more detail in my cold weather coop building article..
But insulation can be great, especially if you have lots of wind. It makes the coop way warmer and buffers it from temp swings both summer and winter... yes, even with lots of ventilation.
But YES rodents can make insulation and turn it into a rodent nursery.
My 1 expensive well built coop I lined with high quality hardware cloth (can't remember what gauge, but the stronger stuff.) It runs under the floor, around the bottom of the door sill and up the inside of the walls about 2 feet.
And that HAS kept out all rodents. That coop is insulated, and has zero rodents in it, and it is way warmer than my uninsulated coops.
As to your breed choices... if you have high humidity, freezing cold mud and humid prone to clumping snow, those feathered brahma feet will make you cry. Those foot feathers will make mud clumps or snow clumps around the toes. If you have a fully covered run to prevent that, or can check them every night to clean them up, then it is fine......
The Orpington and Austrolorp both have single combs that stand up, so you might lose comb points to frostbite if you have humid cold.
Can you tell I have humid cold?
I now only have chickens with clean feet, tiny combs, and tiny wattles.