Concentrate on the kneewalls in the 2nd floor rooms AND the floor joists in the small attic space behind the kneewalls. Insulation and air-ceiling must go together, make sure you caulk all seams and spray-foam every gap and hole before you place and insulation. If you can afford it, spray-foam the entire space (with icynene or similar) as that will insulate and air-seal at the same time.
Also, you should be able to see if there's insulation in the sloped ceiling by going intot he small attic space and shining a flashlight up along the rafters toward the peak. If it's not insulated, there's no easy fix. You could always add insulation on top
when you re-roof in the spring!