I hear you!  I'm in MN, got my chickens last spring and i've been battling one thing after another. Another week of sub zero temps coming up.  makes you want to cry 

   We'll get through this.
Things i've learned.
two of mine have frostbit combs (the only two that have bigger combs) so i'll never get birds with a bigger comb again, pea combs or rose combs only. one was bleeding today on her comb, I think they other girls pecked her. brought her in and put blu-kote on her, let it dry, put her back out there.  I do do bagbalm, not sure if it helps or not. Just makes stuff stick to their combs and the others try and pick it off.. :/ 
bigger run - my run is 10.5x6.5. not big enough for 6 chickens, i'll be at least doubling that this spring/summer.  I did put greenhouse panels around the run so they can be out in the run all day and not stuck in the 4x6 henhouse.  no snow, no wind, good stuff. They only sleep or lay eggs in the henhouse, even when it is below zero.
I clean up poo in my henhouse and run everyday. henhouse in the morning (poop tray with sweet pdz) and run every evening when they go to bed.  keeps everything dryer.
I placed a 6.5 gallon rubber tub (from fleet farm) in their run with peat moss so that they can dust bathe when they want. they love that tub, it keeps them busy alot of the time.
I bring different treats out everyday, 6 bowls filled with:  
1) lettuce, cabbage, kale and spinach.  
2) crumbles wet down with water
3) cottage cheese
4) yogurt
5) calf manna crumbled and mixed with yogurt (mine won't eat pellets)
anything new I can think of
I am growing meal worms for treats for them. they love them even though they only get a few here and there.
I go out everyday and spend about an hour or more with them. they seem to like it.
It is always something and a constant worry if i'm doing things right. I've just finally decided that I'm doing the best I can with what I have. we will learn as we go, try not to worry.  
I wrote this so that you don't feel so alone.  you are doing good.  they will be fine!  We are with you!