Agree with the no insulation, our Chap Lite just has a heavy cardboard like panel that keeps most of the cold air out.
Keeping the furnace running will help keep the tanks from freezing, but this is NOT an arctic package, that's why they have options for tank heaters.
It will probably not freeze up unless you go a prolonged period --- more than a weekend, and the temp really drops a lot below freezing.
Dick and Pam
Gandalf the White Schnauzer
Ft. Collins, CO
2014 Chaparral 25IKS
2014 Chevrolet 2500 crew cab, 6.0 gas