After insulation, solar power and maybe a battery are next. With what I spent to heat and cool the place, solar panels on the roof would pay off very quickly indeed, and a battery to run heating or cooling overnight would be a huge quality of life improvement in the gap before doing thicker, thermally broken windows.
That would also mean I could replace my ageing gas HWS with a resistive electric tank, rather than a pricey heat pump system, because I don't need to maximise the HWS's efficiency.