I use pine shavings for my coop, both in summer and winter. Other people successfully use chopped straw or hay. Just make sure that there is a thick layer of bedding (4-6 inches) during the winter. This should keep the birds warm, no matter what material the bedding is made of.
I use to use pine shavings. Had someone give me some straw so I used that last winter BIG mistake.. I got mites and lice for the first time. So if you use straw be sure it is not old and been stored in someone's barn. I now use wood mulch. We get free wood mulch from a local tree trimmer and my husband than runs it through his chipper to get a really nice mulch. It is the best bedding I have ever had. I add a little pine shavings maybe 1/2 bale for a 8 x12 coop. The coop always smells like a Christmas tree.
Ditto for the mites and straw. I made that mistake this spring. Never again. I had to clean, spray and treat my hens and roos. I hated that. I have had hens for 6 yrs and it was my first time with any kinds of critters on the flock.
Have you tried placing them on the roosts repeatedly after dark? I had two young pullets that would not roost, until after several days of me picking them up and placing them on the roost bar each night.
That said, my winter bedding is usually alternating straw and pine shavings. I use whichever is available, and sprinkle sweet pdz whenever it's really humid or damp.