I’m inclined to second the wooden shed idea. A brick building will need footings and therefore planning consent whereas wooden buildings are usually permitted.
You can also repurpose a second hand static caravan, these are surprisingly affordable, and probably easier to take with you when you move!
As with all things, you get what you pay for. Some wooden cabins are very fancy and can often be warmer than a cheaply built brick or breeze block building. I’d definitely insulate well. You’ll be trying to heat the whole world in the depths of winter otherwise and even if the air is boiling the room won’t feel cosy if the walls are cold. An insulated out building, whatever it’s construction will be much more of a sellable feature.
Bearing in mind that renting a room is a minimum of £400 in most areas of the UK, the economics of a garden room are a no brainer.
And maybe look into growing trees or large shrubs (possibly in pots) around the cabin to create shade.
