Hi,
I think cob would be more of a heat battery than insulation in that context.
Perhaps perlite if you could find a good way to seal things up.
Some cellulose insulation isn't too bad.
Rockwool maybe, but you would need a frame or else get the blown in kind.
How about straw? That has been used for insulation for many years. As long as you can keep critters from living in it, and keep it dry, it would provide some insulation.