Bricks used in houses have big air gaps in the middle (which you can also insulate if you want to, both inside and outside.

That said you can do a lot with mass. I lived in a concrete building in a place with similar extremes and it did keep the heat very well, on account of those walls being half a meter thick. The glass windows were so bad at insulation by comparison that you could sometimes feel a breeze coming from the panels even when they were fully sealed just because the inside air was dozens of degrees warmer than the glass.