The problem with making boxes out of thick timber (lumber), is that they will be that much heavier when it comes to lifting and carrying them ...
One method employed to deal with the northern cold back in the 1920's and 30's, was to mount 2 or 4 hives on a platform (not unlike a pallet), and erect a flat-pack winter cabinet on top of that platform, around the hives. Insulation in the form of wood shavings or straw was then stuffed into the gap between the hives and the cabinet walls. Likewise, a similar layer of insulation was placed on top of the hives, before placing a weatherproof cover on top of the whole assembly. This method of creating a temporary double-walled enclosure for over-wintering was developed and favoured by your Bureau of Entomology, published in the Farmer's Bulletin (around 1922), and later illustrated in Killion's 1951 book, 'Honey in the Comb'.
Perhaps it might be worth considering making something along those lines (?) - polystyrene could always be used instead of straw, of course - and in that way, you'll still preserve your thinner-walled boxes for more convenient handling during the season.
If you need more info, I could dig out some illustrations of the above, and post them here.
LJ