Well, Ive never heard of the lead drywall before.... and as far as i know lead has no thermal blocking abilities. i could be wrong tho...... i have 3/4 styrofoam from a home improvement store. They sell it in 4x8 sheets. Used to insulate a concrete foundation from the dirt side, its very sturdy and installs easy. use silicone to the walls and on all joints.....

not sure this will keep you safe from the infra red but its better than nothing, not long ago here in the states they ruled it a violation of our rights to use those heat sensors on us.

Was a case where they busted the guy and he got off based on the scan being an illegal search of his home.