bump to see if anyone has anything to say on this.
Here is where mine choose to sleep. Open air pens, with coop boxes, but they prefer outside, roosting high. I've put them inside, even switched pens, thinking maybe it was the particular coop they didn't like. Nope, they stay outside. My broody-hatched chicks slept inside until about 3 months old, now they roost with the adults. It was 17 degrees last night.
I even have a shop building on the other side of the coop that is less airy, but they have a mind of their own. I quit arguing with them. Might find them frozen some day, but so far they are fine!