Not Cheryl, but I'll answer you.
I am not allowed to raise chickens in the house, garage, and I've been kicked out of the well house too because of the dust. I brood in a small coop. I too have an Eco Glow (love it!). I find this time of year when it's really cold, I put a 100 watt light bulb in addition to the Eco Glow for the first week and it works fine. I have 9 9 day old chicks in there right now. I'm going to swap out their 100 watt for 50 watt today.
It depends on how big your shed is on how much supplemental heating you need. Pet stores have the 50, 75, 100, 150 heat bulbs for reptiles. Those may help. My little coop is roughly 3 ft X 5ft, so it holds heat in well. (provided you don't open the door too much to check on them) There's no drafts too.