You realy should move the boiler and water heater in the house,
seriously. You had a good suggestion with foam insulation being poured
around the pipes, but you will still loose alot of energy heating the
outside and garage. If you can`t move it inside Im guessing R 33 might
be pretty good that will equate to 6" of insulation of a foam with R 5.5
per inch rating that is a 12" form to be made. Even so you will still
loose alot of heat through the pipes and the heat the boiler itself
gives off. A great option is get a Rinnai or Takagi tankless water
heater boiler combo, you can I believe get to 93% efficiency, that is
well over the standard 80-82% of a new regular boiler, but the best part
is the heater hangs on a wall and is very very small, they can fit in a
closet. I imagine you could cut your bills in half or more with such a
system.