Trying to insulate a house with chiseled blocks can be very finicky, I fully understand your frustration.
I've found that generally any chiseled block that's thinner than a slab, will not insulate properly, even if the block info says the block is insulating.
Something like what I have circled here makes alarm bells ring in my head, if this door faces the outside and there's nothing behind that chiseled block, it could be the culprit (or one of them) check around for thin blocks like this and try replacing them with slabs or full blocks, or alternatively add some block/slab to the exterior. 🙂
I just tried it quickly in creative in the current version and got the same result. I don't think you're doing anything wrong, could be a recently introduced bug.
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