Our baseboard hot water pipes run through several built in storage alcoves in the attic which have been spray foam insulated and fiberglass insulated but pipes keep freezing. What next? Wrapping pipes? Anything else?

If storage areas become so full of insulation that they can't be used for storage, then open up the attic and heat it, closing off a low wall and running baseboard in front of it. OR do what I did in one house: run the baseboard back under itself (there's room) instead of through cold attic spaces. I don't know your floor plan though. It's not as costly as it sounds if it's feasible in your house.