I don't know if triple or double is more likely to break, but I do know if you insulate on the inside you will likely end up with water / ice damage to the base of the window. Unless you can seal them really tight, like with the plastic that shrinks, humidity will leak in between the window and the interior insulation and condense on the glass, either freezing or running down the window. This is more likely if you do have a shutter or insulated drape because it is opened and closed and the humidity gets trapped in between.

Because of this whenever possible I have gone to exterior insulating / sealing of windows. Since the window is already in place it is far less likely to leak humidity out between the added pane / insulation and the existing windows. Also if this does happen everything "out" there is made to be wet and exposed to the elements.

In our first house I made operable shutters that had a core of 2 inch pink foam. You could open and close them from inside and sealed pretty well. Three of our windows (north side) would be shuttered in late fall and left all winter, it made a noticeable improvement in heat loss. They weren’t the prettiest but got the job done.

Hi Brock,
You're absolutely correct about any kind of interior insulating panels or curtains causing moisture damage to wood windows.

Exterior insulating shutters is the way to go but how did you go about making your shutters operable from the inside? A large bank of windows can be covered with rolling "barn door" type insulated panels with a motorized operator (similar to a garage door opener except designed for sliding doors). I've never been able to come up with a practical method for individual windows.

We have made 2" thick aluminum SIP hurricane panels for our home,    the same could be done for cold weather insulation covers for windows