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I use a dog door insert with my 8-foot sliding glass door. When the in place, the insert is "sandwiched" between the sliding panel and the door jam it normally closes against.

With the insert is in place, there is a 1 1/2" gap between the fixed panel and the sliding panel. This allow significant heat loss, particularly when the weather is cold and/or there is a strong wind coming toward the glass door.

To solve this problem, I use an 8-foot length of black pipe insulation which is "pushed" in between the fixed panel and the slider with the dog door insert is in place. When the slider is opened, the insulation "rolls" and effectively stays in place.

The pipe insulation is inexpensive and is available at Lowes and The Home Depot.

Contact me if you have any questions.