Guineas do take a while to get acclimated when re-homed, so I would not stress too much about it yet. You will need to put a little more effort into conditioning them to go into the coop each night tho. Guineas usually always prefer to be outdoors in all kinds of weather, if they have a choice, but I agree... even tho they are generally pretty hearty birds they may freeze their tails off this winter if they don't start a routine of roosting in the coop at night. They also like to roost up high, does your coop have high roosts? Is it possible to take down whatever they are roosting on out in the pen for a while, or are they just sleeping on the ground?
Guineas hate new changes, and they just don't know the coop is "home" yet. They can also be leery of small doors, is there a bigger door you can open to be able to herd them in? Can anyone help you herd them in? Move slow, and just keep moving them fwd, until they go in thru the door. Some people use 2 long poles, or PVC pipe as "herding sticks". Use them as extensions of your arms to move them fwd and going in the direction you want them to go, and again, move slow and be sure to stay calm. You always want to get them in before it gets dark tho, as SandShaven mentioned they won't want to go in if the coop is dark. You'll have to continue to get them in each night for a while, and establish a nightly coop-up routine for them instead of letting them roost in the run. Guineas like routine, but if you don't establish one for them...they WILL establish their own (as you already know). Also, once you get them in, you will need to close that small door. They need to learn roosting anywhere BUT the coop is not an option.
If herding them in is not an option for you then what I would do is remove the feeder during the day for a while, and then only feed them in the evenings in the coop, before it gets dark. It may not make your chickens too happy for a while, but eventually the Guineas should cooperate and you can put food out free choice again (if that is your normal feeding routine). Guineas learn by repetition, and reward and are normally very food motivated. Once they hear feed being poured into the feeder or into a feed pan they should come running. If they do, as soon as they all come in for feed, shut the small door. You could try giving them treats instead of removing the feeder, but if they've been coming and going in and out all day eating when they want, they may not be too motivated to come in for any type of treats.
Whatever way you figure out how to get them in you'll need to continue doing it for a while until they learn they must go in at night. No ifs ands or buts about it. You want to establish a coop-up routine with them, and have them asociate going in and getting a treat or food, then roosting for the night.
You can also go out and physically them at night in the dark and put them in the coop one by one (they are blind in the dark and you can usually grab them off the roost fairly easy, just be ready for a struggle), but they will need some sort of dim lighting inside the coop to be able to see to get up on the roosts once you have them in. They may come shooting right back out if the chicken door is left open so be sure to shut it.
Good luck, and don't give up yet it's only been a few days.