i'm surprised it wasn't insulated before they installed the drywall, usually you see no insulation with plaster walls, but yeah you can insulate professionally with foam so you don't have to tear everything down again

You are looking at two principles: dampening by adding mass and insulating/decoupeling to stop the transmission.

It's old, poorly insulated and a half block from a railroad crossing.

If you want to address this issue for the future, insulate those pipes in the attic and add some heat tape.

Cold air coming in around heaters, counters, or mechanical areas can indicate gaps in insulation or sealing that affect comfort and energy efficiency, so it’s worth inspecting.

The floors and footings have to be specifically insulated, certain thickness, etc. 

It hits insulation, then framing, then drywall, and suddenly you’re not fixing a roof anymore, you’re repairing a system.

The wiring inside that BX shielding may have deteriorating cloth insulation and the size of the electrical service might be 60 or 100 amps and insufficient for a modern house. 

Is it insulated and are the windows good, what type of heat.

If have access to the water shut off, make sure they know where it is incase they notice a burst.It's too late now, but going forward if you have any areas where pipes are exposed,  I would recommend heat tape combined with pipe insulation.