I decided to add slot-insulation just in case of a wire short to stator edge or something else.
So I used Ganex DMD 2-3-2 0.18mm which is half the price of the Nomex stuff yet still good till 150 degrees C.
DMD stands for Dacron-Mylar-Dacron, for what its worth.
I also used a "D profile" fibreglass rod called a topstick to keep the wires in the stator slots.
Lastly the windings are treated with a shellac or varnish to keep them in place and also to prevent loose wires from vibrating which might cause shorts etc.