I don't think any heat is ever needed unless you live where it's -20F regularly.
How frostbite risk is managed is a both ends of the spectrum thing.
I don't do anything preventative, have had few serious cases that healed up with no intervention, tho I was watching closely for infection on...
Welcome to BYC!
Interesting situation!
Could be the cock/erel is watching over 'his' new birds.
Hopefully for protection reasons rather than breach of territory reasons.
How old is the cock/erel?
Is roost in run higher than roost in coop?
If so, lowering run roost might move them inside...