I really know what you mean, coldest dampest in your bones winter is usually the first one spent in PT, I had so many damp and cold flats in central Lisbon over the years. All of them in fact. Even developed a bit of Asthma due to spores (and pollution)
Our house now is the classic reinforced concrete frame structure with hollow red bricks filling in the gaps. It used to be really cold and damp in winter
It was the family holiday place, built in '72 behind Fonte da Telha, in an area known for humidity and cold in winter.
We bought it and completely renovated everything 3 years ago
Best thing we ever did was putting on 'Capoto' insulation. 6 cm of polystyrene type stuff covered with a structural plastic mesh / special render 'composite' skin.
The house is so warm and dry and comfortable in winter, by far best house I have ever had in PT.
Also in summer its nice and cool
Downstairs we have pellet burners which keeps things dry since they are closed loop heat exchangers (the air inlet and exhaust gasses are in a loop that does not come into contact with the inside air, so no combustion H2O)
Upstairs we have air con heat pumps, but these are only ever on for half hour or so before we go to bed in the depths of winter or the height of summer.
For the capoto this is a good UK guide that you should read first to make sure your PT workmen do it right. Main thing is that they use good materials, use a row of higher density foam around floor level to stop insects, tie the foam panels to wall with plastic 'Top Hat' fasteners as well as gluing,
Pros and cons for all insulations, but we are very happy with ours, so far at least 😀