We are permanent caravanners, and have found that a fold up reflective sun shield (as used on car windscreens), and bought from any 'el cheapo' car accessory shop, keeps the water from freezing. Simply wrap it around the Aquaroll, reflective side out, and secure it with a couple of bungee cords. The pipes will fit easily inside a length of normal 22mm foam pipe insulation available from all DIY outlets.
I'd avoid anything like blankets, that will probably get wet and soggy.
As another poster has said, filling the Aquaroll before settling in for the evening is good, as only the top is likely to freeze.
We fill our Aquaroll from a 10L container, and when the Aquaroll is full, we then also fill the container and keep it in the awning during the worst months. If it gets REALLY cold, then keep some water in the caravan. There's nothing worse than not being able to get a first warming cup of tea in the morning, no matter how warm you are in the caravan when you wake up.