We have two cool bags one small and one larger - both heavy duty with silvered inner linings. We freeze everything, including folding up both bags and putting them in the freezer, along with two or three tea towels which we also freeze. We fill the inner container with stuff we don't want to thaw and use the frozen teatowels to fill any space, and then put the smaller bag inside the larger. We then pack the spaces between the two bags with frozen food which we don't mind if it defrosts, such as bacon, sausages, bread rolls, or those multi-packs of orange juice and if necessary more tea towels. We find the stuff in the inner bag will stay frozen for 48 hours if you pack everything very quickly.
We just put both bags inside the caravan in the coolest place we can find, which is usually our under-bed locker.