I’m in a fairly similar situation. I built a large shed at the end of our garden a few years back which doubles up as our garden storage space and pain cave. The damp/cold winter weather we get here in NI is pretty similar to what you will get on the other side of the Irish sea. Over time I have kitted the shed out in a few ways to make it more appealing on those cold winter mornings:
I added plywood sheeting to the internal walls with a layer of the bubble foil insulation which was pretty easy as the walls were studded. This wasn’t intended to fully insulate but to take the edge off the extreme fluctations of both cold and heat throughout the year. The roof already has wood/felt/aluminium. The gable ends and door are not insulated and I added a vent to one gable end to allow some airflow. I also run a desktop dehumidifier more or less all the time- it soaks up about 500ml water every few days. This is more to try and minimise the condensation from my workouts on bikes/garden tools etc.
I also floored the shed with foam interlocking mats - this was to add some insulation but mainly for comfort and noise reduction (the shed is raised off the ground with a plywood floor internally).
Security wise, the shed is alarmed with one of those caravan alarms and I have a wall mounted ‘shed shackle’ which I chain the more expensive equipment to. I have also fortified the shed door with stable bolts and a heavy duty clasp lock and padlock. There is a security movement sensor light on the corner of the shed above the door. And the windows all have blinds. Not all theft proof, but every deterrent helps.
I have a permanent turbo trainer set-up. This is beside one of the windows so I can see out. I have a desktop fan pointed at my head and one of the cleva floor fans pointed up at my body from in front of the front wheel. I have shelving in front of the bike with a space for my laptop (which I bring out every time). I tend to watch tv/cycling/sport on the laptop and use the iphone trainerroad app for workouts which I have mounted on my bike. I use noise cancelling headphones for workouts. There is electricity and wifi in the shed.
During the winter it can be <5 degrees C in the shed on a cold day so I always start with layers on and peel these off during the warm up. I usually only start the floor fan (by remote) when the intervals ramp up and I get a sweat on. In my experience a heater would not be required, even on the coldest mornings it does not take long to warm oneself up. I have never been too cold for longer than 5 minutes but i have certainly been too warm plenty of times!
I have a windowsill shelf right beside me where I keep bottles/nutrition (and sometimes a video baby monitor if I’m meant to be in charge of sleeping kids )
All of this means I just have to get myself out to the shed, turn off alarm, plug in laptop, open trainerroad app, change shoes and get pedalling. If I need anything done before the next workout (eg change towel, lube chain, adjust set-up or fan etc), I will do this at the end of a workout , thus minimising any potential for faffing about at the start of a workout.
Hope that helps and happy moving. Ultimately I think a shed/garage training area is much more preferable to the heat of the indoors and if you make it a bit more comfortable and appealing then the excuses to wimp out definitely get less and less.