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
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.
I managed to drag my audit out for months by just playing an absolute idiot and telling them all my licenses can be found by logging in at autodesk.com and then giving them excruciatingly detailed instructions on how to get to the administration page.