I live in Maine. I don't do a heat lamp for our birds either. We actually used to have a rescued bird who was the only survivor after an accident caused a heat lamp to burn down someone's coop overnight (she was the only survivor, they gave her to us).
These are simply observations I've had over the years. Someone may have had other experiences or better ways, and definitely take this as information to help rather than the sure way to do things.
Insulation and ventilation is key. It was around 20 degrees inside the coop when it was -10 and windy outside. Not great, but they seemed content. Frequently add fresh bedding to the coop, leaving the old bedding to compost and keep the coop warmer. The only cold-related issue I've had is a rooster getting injured somehow overnight, and drenched in blood. He wasn't perching in the morning and when we found him his legs and feet had frozen through.
Large combs are more at risk. I don't typically do anything for frostbite unless it's a large area, because it usually handles itself over time. Chickens will keep themselves inside during the coldest of days, although a few of the rambunctious ones will actually go outside in the cold. Mine don't love snow but I used to have some who did.
During last winter's extreme cold (when we lost the rooster to frozen extremities) - two windows were cracked for ventilation.
- door was closed (on some of the warmer days it was open but no one came out)
- water changed frequently (you can also opt for a heated waterer if you have electricity in the coop, they're pretty safe)
- always ensure their food is full. Offer high calorie treats like cracked corn (or regular corn) to keep them warm. Did you know you actually warm up when you eat, due to your body working on digesting nutrients and calories?
- chickens will get testy during prolonged periods of cold and may fight each other. If a chicken is bleeding, make sure you treat it as soon as possible. Liquid + cold leads to frostbite VERY quickly. On top of that they could get picked on viciously because of the blood.
- in emergencies, if a chicken is showing signs of hypothermia, is bleeding actively from a wound and at risk for dangerous frostbite, or acting sick and you need to warm them, warm them SLOWLY so they do not go into shock. I learned this lesson hard. Placed an egg bound hen directly in a warm bath from outdoors. She died that night - my big beautiful EE.
- have at least a couple inches of soft, fresh bedding. Frozen bedding is dangerous to their feet. If a bird is bullied off the perch and forced to stand they could get frostbite on their feet or even freeze them.
- remove any broken eggs
- try to offer warm treats, like scrambled egg or something heated during the worst of the days. It's just helpful!
- remove (separate) bullies. They will peck. They will draw blood. They can cause a serious injury just from drawing 'enough' blood to cause frostbite to the skin of another bird.
- as soon as the weather improves, make sure the birds are going outside and stretching their legs. Encourage them to go outside by sprinkling treats on the ground. (You're just trying to improve their mood at this point. Even if they have a lot of space they probably get tired of staying in one area for days on end).