I used heated dog bowls for drinking and birdbath heaters in the pool during the winter in Maine. I do feed cracked corn along with pellets in winter. I have never heard of feeding peanuts. I'd have to research that before I would do it personally. I do leave water in all night. If you are going to leave food out all night, they absolutely need water. They can choke without it. I like them to have food in the shed all night, and of course I provide water too. It can get messy, so we use the dog bowl in a larger rubber feed tub and that is set on the floor on a top from a rubbermaid storage container. Very little water gets on the floor. I also have a notched board across it so they can not swim in it, just drink or dunk faces. Food bowls are place far enough away that they have to walk a bit to get to them, which ensures that their do not dribble water in the food and make a total mess.
Straw is much better than hay in winter. Straw needs to be kept dry during storage, make sure your bales have no mold in them. That is deadly to ducks. I have gotten bales of straw that were moldy, we took them back to the feed store. Thankfully, we found them as soon as we opened the bale. Store them where ever it is always dry, stack them so air can circulate through them, on pallets is always good. If you cannot do that, then I recommend buying a bale or two a week and not to count having to store it. Just buy as you need it. As long as you have a reputable supplier, that might work better than storing it in less than ideal areas.
I also like to feed chopped greens in winter when they cannot get out to eat grass, etc.
The line about coop ventilation is very important.
I guess they can get frostbite, but as long as they have an area to get into that is protected from the elements, which mine do, I have never had an issue with frostbite. Got our first ducks in 2002 and we have had some horribly cold winters, but since they can get inside whenever they want during the day and are locked in at night, we, thankfully, have not had problems with that.