You may need to read up on ventilation in your coop. There are a ton of threads here--make sure you read Pat and chickens big ole ventilation page thread--she lives in Canada and has many tips. The worst thing about winter is the moisture in the coop, not so much the temp. Moisture and open pan water bowls can cause frostbite. Feet can be frozen quickly if they step into water bowls in the cold temps you all get.
X2!