A good option is "light clay" (or "Leichtlehm"). This is a mixture of clay, straw and sand is mixed together and placed between a shutter framework and compressed. The materials can be sourced from the site itself and is easy to work with. It offers very high levels of insulation for relatively thin walls and roofs.

Another way of insulating using local and natural materials: Pole roof rafters with purlins above.....reed ceilings or edged timber off-cuts to the underside of the purlins then about 60 - 70 mm of thatch running perpendicular to the reeds then coated with a clay sand mix.....also very important to not fill it to the top of the purlins so as to leave a small air gap above the clay sand, so as to avoid the sheets ever touching the top of the clay (otherwise the heat will radiate right through the sheets into the insulation dramatically cutting down on its effectiveness).