I think you may find keeping them indoors is a lot of work. They will fling bedding everywhere, there will be lots of dust, they will make poops when needed wherever they are.
I keep bantam Cochin's here in northern Colorado. We get bitter cold and strong winds. We go well below 0 regularly.
If you allow your birds to acclimate to the cold they will be able to handle it well.
Things you can do to help them...
Provide a covered run so the snow does not fall in it.
Use plastic to cover the sides of the run on the wind side. For us that is the north and east.
Keep the run shoveled out if you cannot put a roof on it. Mine is huge so requires shoveling.
Keep thawed water available. I use a tank heater in one coop and I take fresh water out to the other a few times a day.
Keep ventilation open in the winter. Yes keep it open. Cold + acclimated chicken + dry air = success. Cold + acclimated chicken + moisture = frostbite.
My bantams are over 6 years old and doing well. There are people in much colder climates that keep bantams outside and have for decades.
Perhaps they will see this thread and add their experiences.