Air acts as an insulator. You want insulation on the outside, thermal mass on the inside. (Yes, this is the reverse of brick houses in the U.S. and U.K., which are built that way for historic and cultural reasons.)
Look up the Zaporizhia home in YouTube. The owner and his father sealed the bottles with cork (cork side facing the interior) before creating the wall.
He says the house is warm in the winter and cool in the summer.
Note: The house also uses a masonry heater, which is radiant, highly efficient, and common in Northern- and Eastern Europe. Also, in the article in the link I’ve posted at the bottom of this comment, it’s mentioned that only thick bottles were used—newer bottles are thinner and not suitable for construction.
The owner says he does not depend on heating services at all, which means the masonry heater and the glass bottle wall are sufficient during an eastern Ukrainian winter.
The house is attractive, too.
Here is the YouTube link:
https://m.youtube.com/watch?v=RTCWAEAi_3A
Here is an article about the house:
https://animatrade.ru/en/neobychnyi-dom-iz-butylok-v-zaporozhskoi-oblasti-10-foto-kak/