Pipes on Exterior Wall
Here's what I would do.  If you feel industrious, I would remove that entire cavity's worth of drywall so that the entire wall cavity between the studs is exposed.  Then remove all of the batt insulation.  Buy a sheet of XPS or polyisocyanurate foam board insulation, cut it to fit, and install it behind the PEX pipes and the outside wall.  You want the foam board as thick as will fit behind the pipes.  Then finish insulating the cavity with additional foam panels or pieces of batt insulation, but (and this is key here), don't cover the part of the pipes facing the drywall.  You want the pipes to receive some warmth from the room.
A somewhat easier approach would be to wrap the pipes with the thickest foam pipe insulation you can find.  But, similar to the above approach, remove a section of the pipe insulation that faces the room.  You only want to insulate say 3/4 of the pipe against the cold wall, and want the PEX to be heated (through the drywall) by the room.