An option might be to build a shed with sliding door instead of a roller door,line it with cool room panel on the walls and gyprock on the ceiling plenty of insulation bats inbetween the walls and ceiling and then fit glass sliding door panel on the inside,i just did this for the greyhound kennel and it keeps a constant temp no-matter how cold it is and is always warmer than our double brick house,here is a link to the shed mob we used it has a pic of the sliding door
http://www.trubilt.com.au/farm-sheds-barns.htm
