I've been testing this house too. I conclude it IS the attic walls. I downloaded a new copy of the lot and installed it in my full game, in the Maxis Seasons hood. Entering the lot, it shold have been snowing, but somehow it was all green and dry. I played through two full days of winter without any temperature problems (except once when she overheated while exercising).

However, then I exited to the hood and altered all the seasons to winter, trying to jolly things along. On re-entry, suddenly my sim was cold.

After palying for a while, I began altering things. I rebuilt the front room of the house, with normal walls (including on the sides before the slope) and a new attic above. I can't do the same for the bedroom and bathroom as they are too close to the edge of the lot.

Now, my sim eventually gets too cool in the back rooms, but warms up again in the front room.

Re-expanding the lot and making normal walls on the ground level will fix it, then the lot can be shrunk again.

I've seen a tutorial where it was recommended to replace all attic walls taller than 16 clicks with normal walls, for exactly this reason. It was postulated that the game didn't read non-standard wall heights as sealed, although it might just be the attic walls really.