Nothing's worse than a cold bathroom. Brrrrr
If the "insulation guys" didn't know this answer, my opinion of them is kind of low. I'm pleased they understood that they should not block the air flow, that's a problem I have seen many times caused by insulation guys. However I would think every professional insulation contractor would know what a rafter baffle is. It's a simple cardboard, plastic, or polystyrene rigid baffle that gets placed between the rafters before the rafters are insulated. Doing this creates an open area ont he bottom of the sheathing for air to flow thus not voiding the shingle warranty or causing ice damming or other related ventilation/roofing problems.
Personally I'd drop the ceiling and install the rafter baffles and spray in a nice expanding polyurethane foam insulation. A good spray foam will have the highest r value of about R 7 per inch. This is much better than a batt insulation and will be a tremendous help. I'd also have the ceiling in the garage below dropped and do the same in the floor joists. I'm no spray foam expert and I am sure there is a point to which you no longer gain R value, but I'd spray in as much as you can fit and afford.
Another thing to look out for is your attic fan. I am assuming and hiping that you have one. However if this fan is vented to the wrong kind of roof vent, cold air can be blown inside your bathroom. Make sure you have a dedicated baffled bathroom vent on the roof. It has a damper/flap that opens and closes as you turn on the fan. I commonly see roofers who don't care or don't know any better using a mushroom style breather vent which has no flap, so cold air can blow easily inside.
I'd also consider the replacement of the skylight with something high effeciency. Velux makes very good thermal skylights with lamination. They used to call them Comfort Plus, now they just call them laminated, for some reason. I think Comfort Plus sounded better. Keep in mind they also sell simply tempered which don't have the lamination, nor near the insulation value of the laminated comfort plus skylights. Plus I do not know how high the skylight curb is nor if it's insulated. I am assuming there is no tunnel from the ceiling to the roof since you say your ceiling is vaulted, therefore the "tunnel" is probably only 8-12" from ceiling to skylight. However if the tunnel is more than 1', you wold want to ensure the side walls of the tunnel are also insulated.
How about your air duct for the heating system? How well is air flowing to that vent in your bathroom? I am assuming you have forced hot air for heating. Next time your heater comes on go check the vent and see if you can feel any air flow. If not, maybe the room's just not getting enough heat in the first place. You may have a disconnect or kink in the ventilation duct, or an improperly sized furnace.
There may be more to it than just that. The architecture of your home may be allowing a draft inside the walls or floor joists, it's really hard to say exactly without seeing.
What kinds of ice damning problems are you having? This may be a result of improper insulation or ventilation. Please feel free to check out this page on my website which explains ice damning and how it relates to ventilation and insulation. http://reliableamerican.us/articles/...ice-daming.htm