I live in Wisconsin. Purchased this house almost 2 years ago. They remodeled this around the early 90s and built a suspended sunroom roughly 3ft off the ground. I put in all new double hung windows this fall.
Currently vinyl siding, tyvek, sheathing, then 2×4 framing, joists are not insulated yet and not sure what ill find in the ceiling. I will demo the inside this spring. I will either have infloor electric heat under tile or ill have a heat duct run into the room. I leave the door open to that room now and it stays about 60deg. 
Can I add 1/2 foam board to the inside studs then add a 2×2 over the top of that to give me my 2×6 wall? Edit – the foam board i was just going to rip down for each stud, not place entire sheets on the wall. 
What would you recommend for insulation for the joists, walls and ceiling? 
Thanks for the help.