This is a very slow forum. I'd suggest exploring other forums that get more activity. Home Decorating should be good for you, and you might try Remodeling, as well. Good luck!

Why do you want to keep your cats off the sills? Looking out the window is the only entertainment most cats get. It's their nature to look out for birds, small animals, etc.

to keep the cold out, have you tried the clear shrink film. It comes in a kit, sticks on with double sided tape and you use a hairdryer to shrink to size. It always worked well for me. I'm not sure how a shoji screen would keep the cold out.

Shoji screens are beautiful but not simple to build. You need to construct the rails they slide in - and the screens themselves. Also the paper needs replacing from time to time. I haven't tried but would recommend one of the thought more modern materials over rice paper.

As far as insulation - I made some insulated blinds for my windows. I am not a big fan of the plastic or curtains. The blinds fit inside the window and are very effective - but opaque.

I hope you might leave the cats one spot to look out at the world. I agree with the above poster - cats are curious.