This posting is mainly a lot of photos showing some of the detailing around the windows. 
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The key thing to note is that because we have replace the windows, the thicker sash boxes that are needed to accommodate the thicker windows meant that the boxes stuck out further than the wall.  This means in effect there are no reveals.  This picture shows the box sticking into the room past the brickwork.

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In order to eliminate any cold bridging the insulation was continues over the box frame.  This was achieved by cutting a section on the rear out so that it could overlap. Any gap was then filled with PU foam.

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The overlap was then chamfered to allow in more light.  And all joints foamed and taped.

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It's a good idea to take lots of photos so that there is a record for any fixings such as shelves or radiators at a later date.  Remember to write on the wall what you are trying to show - and the location.

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This photo records the distances that we will need to know for fitting a curtain rail.

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This is just a picture of a the insulation installed with battens prior to plasterboarding.

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Half way through plasterboarding and window board is installed.

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Plasterboarding the reveals - plasterboard is held by adhesive PU foam.

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The overlap was then cut off.

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And a skim added.

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Top of window detail.

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As you can see, once it's all installed you hardly notice and if you weren't told you wouldn't know any different.

 
 
The main problem with thermal bridging (also known as cold bridging) is that it can cause a focal point for condensation.  This can be especially pronounced with well insulated properties as the treated surfaces remove less of the air moisture invisibly - i.e. condensation in such small amounts that you don't see it.  The cold spots from thermal bridging therefore can have an accentuated amount of condensation which can cause surface water and mould growth.

Heat loss through thermal bridging is usually relatively small - by definition a large area of poorly insulated fabric is no longer a bridge but a normal heat loss element! (caveat - for super insulated houses although the absolute amount of heat loss attributed to thermal bridging may be small it may be proportionally a large amount).

So, the question is, does our house have any thermal bridges to think about?  Well, just a few :-)

I've greyed out the extensions in the drawings below.
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Picture showing item 3.
1. The proposed side infill will be set back from the road to maintain the streetscape. There the sitting room wall insulation will be continued past the beginning of the infill by at least 1m.
2. The current proposal is to insulate under the bay window on the outside as the wooden sash shutters can then be kept (renovating them is another job!)  As much overlap as possible between the internal insulation and the external insulation where the bay starts.
3. The insulation will be continues along to the fireplace to stop the thermal bridge from the solid party wall.

Please note that the pictures do not show the completed insulation installation. Foaming the gaps, taping the joints and levelled vertical battens are required prior to any plasterboard being installed.

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Picture showing 7.
4. Again the insulation is continued up to the fireplaces to allow for the solid party wall conducting heat out.
5. At all the windows the insulation will be continued into the reveal to overlap with the sash boxes.
6. There will be an overlap between the external insulation of the original rear section and the internal insulation in the main part of the house.
7. The adjoining property is one storey lower and so there is a potential cold bridge diagonally downwards into our first floor.  We are continuing the insulation down from the ceiling by around 50cm. An easy one to have overlooked!
8. Again the insulation is continued along the wall to overlap with the proposed infill.

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Picture showing 10.
9. The final design of the infill will determine the degree of cold bridging that is present on the flank wall above the infill.
10. The original rear section is slightly shorter than the main building. There is therefore a small area of solid external wall and so thermal bridge below which will also need to be addressed.