We live on the coast of Maine, and we've only ever locked our silver Appleyard ducks (large breed) into their duckhouse a handful of times (usually when negative numbers F and a blizzard with gale force winds coincide). They generally have 24/7 access to their run (which is covered), and they will be out there in all kinds of weather (even in the middles of the night, snowstorm, etc.). See the picture below ;-). They have a heated 5-gallon bucket in the run so they can dunk their heads. We change that out 2x/day. As long as it is not blowing hard, they will venture out to swim in their little pond down to the teens (unless it is frozen). When it gets into the single digits (like this morning), they will venture down out of the duckhouse for their morning soup and then head back up. In the depths of winter, they will go long spells without a swim, but they manage to clean-up around the heated bucket.
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