Keep my garage moisture free

I believe Roxul is the brand of rock wool insulation I used. 10yrs ago, it was not well known in the PNW, not sold by Lowes, or Home Despot. I had to go thru a local DIY chain, and special order it. It was a little more expensive, but I thought it was well worth it. It came in different widths, and thicknesses then, and I wouldn't be surprised if it has many more custom applications, now. I used unfaced batts in floor, ceilings, and walls. But I used HD plastic sheeting as vapor barrier over insulation and studs, and beneath sheetrock, with a well ventilated attic. If your furred-out interior wall is just for holding up insulation, and drywall I wouldn't be too worried about structural issues. I mean it's not carrying the roof span load.
An added benefit of insulating the walls that we haven't talked about is noise reduction.

Roxul is the company the makes "Rock wool". But searching Roxul will find the exterior panels faster than the specific product name "Rock wool". They make a ton of awesome stuff and I see new uses on occasion that are pretty cool.

I agree that typical construction wouldn't have any issues holding up sheathing and insulation, but light gauge 2x2 metal isn't the same as typical construction. It's worth checking just to make sure it's not an issue. I'd be most concerned about the increased loading by insulating the ceiling/roof. The walls, not as much, but better safe than sorry.