This is exactly the opposite of what I have read, but I'm so glad to be reading this. I am in the Midwest also (outside of Chicago) so perhaps I could keep them in the shed/coop like I originally wanted to. I have some contemplating to do for sure...I’ve always read that coturnix are pretty cold tolerant as long as they can stay fairly dry and draft free. I live in the midwest and wintered mine in an unheated garage last year with a heated waterer. I plan to keep them outside this year though.