What part of the country are you in? Bringing them inside giving them a warm bath blow drying them and then putting them back outside in freezing temps isn't so good for them.
Can you post pics of what your seeing foot and bills?
If your worried about their health I would suggest a vet if...
Can you take a poop sample to your vet they can do a fecal float and tell you if it's worms. Then you won't be worming them if not. Might cost around 20.00
If you have moldy straw that could be the culprit, Aspergelosis [sp] pneumonia can be caused by ammonia build up inside their sleeping quarters. Of course these are all guesses.
Losing weight can be caused by internal parasites. And other reason @casportpony would be a good one to rec. ideas