You can insulate the walls and roof, it is a faff, but not that expensive as a DIY project.
This is the best stuff:
Celotex We have 150mm sheets between the joists in the loft. For a garage I'd screw batons to the wall, fix the Celotex and finish with a breather sheet before covering with ply or waterproof plaster board.
Unfortunately there isn't anything you can do to the floor slab.
My neighbour built his new home about 7 years ago: he is a builder. The garage, which like our house, is semi integral, has 150mm Celotex under the floor slab AND underfloor hot water heating. He keeps the garage at 15C in the winter as he is a collector/restorer of vintage Lambrettas... Would be prefect for a Morgan!
