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I'm going to be losing a fair bit of heat through the walls
I can't stress how true this is. I grew up in a cottage in Northumberland and the walls were solid stone. Despite the loft being well insulated the house is freezing unless you pump a load of heat into a room, and even then when you turn off the heat it cools very quickly.
Following with interest, glad you made the thread! I'm in favour of the renovation route, I think the extent of the renovations you're doing give scope for the place to be a fantastic mix of old and new.
Yes, certainly will be putting in much better windows, and chasing down all the drafts (the couple of inches under the back door would be a good start. As you say a nice thick floor and insulated roof will help.
This article estimates that a 500mm stone wall (basically what we have) will have a U value of 1.6W/m², so even with the windows, doors, floor and roof fitted I'm going to be losing a fair bit of heat through the walls, so some insulation would hopefully help this. Would love to be able to leave it bare stone on the outer and insulate internally, so will be looking into that option as well. Thankfully the house is pretty big (300 sqm) so can afford to lose some internal space if I can find an insulation system that works.