Are you installing this or hiring someone? Typically bays are hung these days via turnbuckle system (cables or chains), so that necessitates that the soffit above the bay be cut open to accommodate. Stacking a couple pieces of foam board on top the head board would not be a bad idea, although again, most good units come with insulated head and seat boards.

I am hiring someone but feel like I keep asking too many questions. The seat board is insulated but not the head board. In the quotes I got nobody mentioned an insulated head board.

appreciate your help-

Most people may not mention it because they don't know. Double check and ask and if it isn't, scabbing on a piece of foam is a good idea.