I restore these windows for a living.
Insulating window weight pockets.
Use foil tape to seal the joint between the window jamb and foam insulation.
That will address any issues with the weight pockets.
Insulating window weight pockets i am not 100 sure that just removing the casing will reveal the cavity.
For window weight pockets i just blow out as much dust as possible then spray the area with water then canned foam the cavity.
Then cut strips of 2 foam board to fit into the wieght pocket where the weights used to be.
It may be be covered with lath and plaster as well which would open up another can of worms.
We use a router to grove the sides of the sash so that the sash can move along an interlocking metal track.
These houses typically have no water management details around windows doors which works while the wall is open but will cause issues with insulation.
I would not try to fill in the weight pockets with any insulation.
Cut strips of foil faced rigid foam insulation to fit into the weight pockets.
Check the fit of the brick molding.
If there is a gap i would caulk it.
This old house general contractor tom silva shows an energy efficient way to insulate old windows.
See below for a shopping list and tools subscribe to th.
I did this on several windows.
Stack strips to completely fill the void.