I would be more concerned about predators outside than the cold. It gets almost as cold here as it does there. One of our meetup group members has a very nice coop and covered predator proof run with roosts in both. Her chickens use the coop for egg laying and feeding, otherwise they're outside. Last winter they never spent one night in the coop, opting to roost in the run with no protection from the weather was the roof. They didn't freeze. No respiratory problems which I attribute to the fresh air.