Most sheds now do not stick LV downlighters, or reduced stock, all is going over to mains. The cost of lamps is dropping.
three of mine (35mm 20w) have gone in the past week. It is cheaper to buy a whole 3 piece light fitting with Xformer, etc than buy three lamps.
If you had installed more insulation and made the place air tight a full heating system would not be required. You have identified those problems.