I don't hatch eggs past August of any species to ensure enough time for them to grow out before winter. Cots can survive winter outside IF you keep them away from drafts with a well-bedded pen. I keep mine in a partially insulated pen inside the chicken coop. Gives them an extra few degrees of warmth. Make sure they're fully grown, not just fully feathered. They need to have finished growing to have even a shot at making it through winter. Of course, that applies less to a place like CT than it does here, where it gets bitterly cold for weeks.
I also bring them in when it goes more than a little bit below zero. At some point, thermodynamics simply takes over, no matter how much down they have or how much they huddle together. It was pretty touch and go for a while last winter, and I'm not sure they'd survive more than two or three years if left out every winter. I'm bringing mine indoors this year. It was almost too much for them. They lost weight, sat around all day with their feathers fluffed as much as possible, and one even developed this weird temporary paralysis of her leg. It went away in summer.