lived out of a conenx box for a short while while OCONUS.
We would use liquid nails and glue 1-2 inches of the pink foamular panels to the inside of the connex walls and 3-4 inches to the ceiling. Leave the walls 3-4 inches short of the ceiling and then cut the ceiling panels full width so the ceiling edges rest on the walls for more support. Next, we'd frame out the inside of the container loosely with 2x2 or 2x4 and then screw drywall or plywood to them. you can cut more foam panels to fit between studs. Obviously you'll want more strength wherever there are shelves. Connex floors are usually hardwood, just toe the studs right into the floor. We didn't worry about insulating floors because we always had boots or sandals/crocs on... just a rug or two.
R15-R25 for walls and R25-R40 for the ceiling will keep you comfortable. I want to say 2" of Foamular foam is equal to R10? We used to hook up an Alaska-Tent ECU to them for heating/cooling... but you'd be fine just a window AC unit (or single mini-split) for cooling and then a few 1500W coil heaters with circulation fans for heating. Stay away from fuel and torpedo heaters because you'll get a headache from lack of circulation. We were only living in 20ft conditioners, but I think the heating described would accommodate a full 40ft box. We also insulated some by just hanging several layers of blankets (when that's all we could get) between and behind the studs and that worked OKish... You didn't die in the summer or freeze in the snow, but you had to dress smart too.
We would build out to leave both connex doors straight open (not fully open) so you can lay smoe plywood over top for a porch overhang. Then wall up the full opening with a framed wall (plywood and 2x4 and insulation) leaving room for a window and regular door.
most containers have breather vents in one more locations... cover them with metal screen, foil tape or metal or else you'll get bugs and bees all up in your area.