Not in the eu, so translate the material names as needed. Foam board insulation with a layer of plasterboard directly over the top seems to be your only option. If you are worried about durability just use a thicker plasterboard. Keeping the assembly under 5cm might be difficult if you want a useful r-value.
Does it look essentially like a piece of drywall lined with styrofoam?
I understand that concern and I intend to improve the thermal efficiency of the house but not at the cost of turning bedrooms into pantries.
The house is really old and there are rooms under 10 square meters; a standard couples bed (140x200cm) will not fit there and even a single bed will make the room feel cramped.
You would buy the foam and drywall separately. You can either glue the entire thing together or glue the foam and use tapcons (concrete screws) to attach the drywall to the wall (screws go through the foam) if you want to do something without giving up space… hang a tapestry? lol