Usually they don't go through a full molt, but it varies with the individual. Better to ask and be told it's normal, than not ask and lose a bird. Chickens are crazy tough, and at the same time so very delicate. It's normal to worry, I think most of us do.
Just molting. You can even see new feathers coming in. Heat has nothing to do with the molting cycle, it's about length of day. BTW, you really don't need a heat lamp for 20 degree temps, the hens can handle that just fine.