You could fill the void space on the sides of your coop with your choice of insulation and block in with another layer of ply - also, if you're not using deep-litter over winter, perhaps underfloor as well.
You can use bubble wrap, straw, cotton, synthetic fibre, polystyrene panels or actual insulation.
You should open up the gables as meshed areas instead of being blocked to prevent stuffiness and I'd recommend one large top-hinged shutter opposite the pop-door which is meshed underneath to allow for ample airflow over summer as heat will be a bigger health risk for your birds.
An IR point and click thermometer would be a good investment too for spot-checking the temperature in the coop so you know if you need to move it to a more sheltered environment. Those come in handy in general.
If your birds go broody, you could 'hatch-a-heater' into their flock - or move in a 6-week old heavy pullet. They'll be the ones governing the pecking order at that age.