Spray foam, or even insulation boards can be used to protect the space. They can hold in warmth and help reduce loss of heat. It can result in significant heating bill savings.
Be sure to inspect your doors to see if there are any water leaks. The warm air escapes from doors that aren’t sealed properly. With your finger against the corners, you will usually see warm air escape. Thankfully, there is a simple solution. You only need door seals. They attach right along the edges of the door. There is the option of spray foam to replace them. Spray foam is a different option that keeps your warmth inside and your pocket full.