Running a shepherd's hut here, so I feel this deeply. The problem with small spaces isn't really insulation — it's thermal mass. You heat up fast, cool down just as fast the moment the stove dies back.
A few things that made a genuine difference for me:
Draught-proofing first, everything else second. I lost embarrassing amounts of heat through the door gap and around the flue collar before I sorted those properly. Brush seals on the door, Vitcas fire-rated sealant around the flue — transformed things.
A quality heat-retaining stove rather than a fast-burn one. Switched to a soapstone-lined unit and the radiated warmth after the fire drops right back is noticeably longer. Logs last considerably further into the evening.
Couple this with a small solar-backed setup — I run a 200W Renogy panel feeding a Fogstar Drift LiFePO₄ battery, which powers a low-wattage ceramic panel heater overnight when temperatures really drop. Not a full substitute for wood heat, but it bridges the gap without cracking open the log store at midnight.
The real enemy is the cycle — overfiring to get warm, then letting it die completely. Smaller, more consistent loads burn far more efficiently than chucking a big load on every few hours.
Curious what others are doing — particularly whether anyone's experimented with underfloor insulation on a wheeled structure? My floor is still the weak point and I suspect it's costing me more than anything else at the moment.