I restore these windows for a living.
Insulating window weight pockets.
If there is a gap i would caulk it.
Stack strips to completely fill the void.
I would not try to fill in the weight pockets with any insulation.
It may be be covered with lath and plaster as well which would open up another can of worms.
Use a hammer and pry bar to carefully remove the wood trim from around the inside of the window exposing the sash weight pockets.
Then cut strips of 2 foam board to fit into the wieght pocket where the weights used to be.
These houses typically have no water management details around windows doors which works while the wall is open but will cause issues with insulation.
That will address any issues with the weight pockets.
Check the fit of the brick molding.
We use a router to grove the sides of the sash so that the sash can move along an interlocking metal track.
Remove sash weights for upper sash the ones closest to exterior wall and replace pulleys with the pullman device that fits into the pulley hole.
I did this on several windows.
For window weight pockets i just blow out as much dust as possible then spray the area with water then canned foam the cavity.
Insulating window weight pockets i am not 100 sure that just removing the casing will reveal the cavity.
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This old house general contractor tom silva shows an energy efficient way to insulate old windows.