Ventilation is way more important than 'holding heat'....for chickens for sure and probably for rabbits too. Heating the barn is not needed and would be expensive with the ventilation needed.
I completely agree. To hold heat you need to seal it off. Chicken poop is one of the worst out there for fumes and you need air ventilation to move that off with them protected from direct winds.
All of the animals you listed will make it through the winter fine with protection from the wind, weather and predators. Sealing and heating the building would likely give them respiratory problems