That’s hard to answer. You have two things to consider, frostbite and hypothermia.
I’ve seen chickens sleep in a tree in below zero degrees Fahrenheit weather. They were in a protected valley in what amounted to a thicket and could move around to get behind a tree trunk if the wind started blowing hard so they weren’t as exposed as you might think. They did not get frostbite and they did not die of hypothermia.
Frostbite is when body tissue freezes. No matter what the wind chill, body tissue cannot freeze unless the air temperature is below freezing. Wind chill will cool it off faster but it can’t take the temperature below the air temperature. So one absolute limit before you start to worry about frostbite is freezing. In reality, several other things would have to come together for frostbite to be a problem until they get really cold, well below freezing. Moisture or high humidity is sometime involved. Many people have solved frostbite problems by increasing ventilation. With your doors off, I really don’t think you need to worry about frostbite at all.
Hypothermia is when your core temperature starts to drop. Chickens wear a down coat. They are really good at conserving body heat. In a light draft they will just face into the wind and let their feathers keep the wind off them. My chickens don’t like a cold wind hitting them. They will go out and forage in zero degree Fahrenheit weather as long as it is calm, but if a cold wind is blowing they stay out of it. Whether they forage or hide is going to be a factor of how cold it is and how strong the wind is.
I don’t know what your coop is like or how it is situated. Are your doors and openings on the upwind side or downwind side? Is your coop situated where wind is going to be funneled in there so it howls through or are the chickens going to be in a fairly calm place even with the wind howling outside?
Frankly, the draft cautions are overkill for a whole lot of people on this forum. We don’t know how your coop is built or how it is situated. Especially with those tiny elevated coops so many people like in their suburban back yards, you can build it so that the wind is funneled through and the chickens cannot get out of it. It is much simpler and safer to tell people to have the openings over the chickens’ heads when they are sleeping. That way inexperienced people that have no real experience related to anything like this are much more likely to stay out of trouble.
I don’t know how cold it has to be before your chickens are in danger. It’s going to be a factor of how cold it is and how strong a wind is hitting them. Remember those chickens sleeping in trees at zero degrees F. The danger point is a whole lot colder than you think.