I think someone in your part of the world, solved the problem of heat loss.
I seem to remember seeing it on this forum a couple of years ago.
COOPER 01/08/1998-31/01/2012
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I vaguely remember reading or I had read someone venting to an insulated box built on the outside of the workshop which was sealed and had acoustic baffles or foam in. This air was then vented back into the workshop via a micron filter to stop particles and losing the warm air I have thought about this along with building a box with acoustic treatment for my air compressor unfortunately I just don’t have the room around the shed but would be a good idea for someone who did.