I just trim out a standard door jamb with finished 3/4" wood cut down to needed width. Once caulked and painted trim colour, it blends in with the jamb. My exterior walls are double framed.
Congrats on getting a little car - as I call them. I have an 82 with a few mods. Exterior looks stock, but under the skin she is mine!! Some of the brakes, most of the suspense and all of the engine.
If I can suggest......you might want to consider a M&K muffler. Build quality is amazing...
These heaters work well - tough as nails - and can be set really low to keep a room above freezing. I've used one in my shop for years. I too am on the Cdn wet coast.
Just my 2 bits....
Insulation - I would target R value. Energy is only going to get more expensive. Your call on ROI.
Wall finish - I have drywall on 3 walls. The 4th is plywood for stiffening around man door and garage door openings. Finishing drywall is ....well, a mess that I hate...