Please make sure the heatlamp is secure and doesn't touch anything else.
If the lamp will keep her toasty I think she'll be fine, a chicken can probably take a temp of freezing suddenly like that if they're fully feathered and well fed.
Don't stress too much
You shouldn't take her from a nice warm house out to a freezing coop.
Do you have an unheated area to keep her for a few days? with a heat lamp perhaps to slowly drop the temp for her so its not a total shock?
Perhaps a dog crate in the garage with a heatlamp hanging above it, and slowly...